V-Lab: Kinross Gold Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Kinross Gold Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:37.73% (-0.37%)

Analysis last updated: Friday, April 26, 2024 at 02:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2588	5.65
$α$	0.0606	7.32
$β$	0.9095	77.07
$γ_{1}$	0.1624	5.12
$γ_{2}$	-0.2712	-5.62
$γ_{3}$	0.1577	4.84
$γ_{4}$	-0.0608	-2.04
$γ_{5}$	0.0225	0.62
$γ_{6}$	-0.0257	-0.70
$γ_{7}$	0.0238	1.00

Estimation Period:
Jun 3, 1993 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts