V-Lab: Novagold Resources Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Novagold Resources Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:55.87% (-2.34%)

Analysis last updated: Wednesday, April 17, 2024 at 01:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7217	4.98
$α$	0.0758	7.56
$β$	0.8871	56.84
$γ_{1}$	-0.1226	-1.64
$γ_{2}$	0.1973	1.79
$γ_{3}$	-0.1753	-2.48
$γ_{4}$	0.0684	1.05
$γ_{5}$	0.2033	2.36
$γ_{6}$	-0.3113	-2.32
$γ_{7}$	0.2061	1.32
$γ_{8}$	-0.1142	-0.99
$γ_{9}$	0.0996	1.36
$γ_{10}$	-0.0683	-1.41

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

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Volatility Forecasts

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