V-Lab: OceanaGold Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

OceanaGold Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:47.70% (-0.98%)

Analysis last updated: Thursday, April 25, 2024 at 01:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6591	3.45
$α$	0.0426	4.81
$β$	0.9064	40.64
$γ_{1}$	-1.1884	-3.33
$γ_{2}$	1.5891	3.22
$γ_{3}$	-0.3955	-1.23
$γ_{4}$	-0.0466	-0.15
$γ_{5}$	0.0175	0.06
$γ_{6}$	-0.2711	-1.00
$γ_{7}$	1.0796	4.03
$γ_{8}$	-1.4846	-5.56
$γ_{9}$	0.9415	4.16
$γ_{10}$	-0.2498	-1.65

Estimation Period:
Jun 27, 2007 to Apr 19, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts