New Gold Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:94.07% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1319 | 10.47 | |
| 0.0335 | 12.26 | |
| 0.9460 | 499.22 | |
| 0.0388 | 8.03 |
Estimation Period:
Jan 29, 1990 to Feb 13, 2026
Jan 29, 1990 to Feb 13, 2026
News Impact Curve
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