V-Lab: Novagold Resources Inc GJR-GARCH Volatility Analysis

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V-Lab

Novagold Resources Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:59.89% (-1.41%)

Analysis last updated: Friday, April 19, 2024 at 02:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1054	6.26
$α$	0.0366	18.76
$β$	0.9399	508.32
$γ$	0.0469	6.18

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

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Volatility Forecasts