V-Lab
New Gold Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:55.53% (-0.90%)
Analysis last updated: Friday, April 26, 2024 at 02:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0078 | 1.43 | |
| 0.0534 | 13.35 | |
| 1.0000 | 958.77 | |
| -0.0517 | -16.85 |
Estimation Period:
Jan 29, 1990 to Apr 19, 2024
Jan 29, 1990 to Apr 19, 2024