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 Wednesday, May 8th, 2024:62.71% (-3.94%)

Analysis last updated: Wednesday, May 8, 2024 at 08:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7583	4.47
$α$	0.1248	8.66
$β$	0.8175	39.59
$γ_{1}$	0.0253	0.58
$γ_{2}$	-0.0282	-0.42
$γ_{3}$	-0.0583	-1.07
$γ_{4}$	0.1534	3.36
$γ_{5}$	-0.1519	-4.05
$γ_{6}$	0.1175	3.21
$γ_{7}$	-0.0958	-2.72
$γ_{8}$	0.0464	1.70

Estimation Period:
Jan 29, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts