V-Lab: New Gold Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

New Gold Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:52.69% (+6.69%)

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
$ω$	1.7537	4.45
$α$	0.1245	8.66
$β$	0.8185	39.86
$γ_{1}$	0.0242	0.55
$γ_{2}$	-0.0264	-0.39
$γ_{3}$	-0.0598	-1.09
$γ_{4}$	0.1549	3.38
$γ_{5}$	-0.1535	-4.07
$γ_{6}$	0.1192	3.23
$γ_{7}$	-0.0977	-2.75
$γ_{8}$	0.0479	1.74

Estimation Period:
Jan 29, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts