V-Lab: Torex Gold Resources Inc AGARCH Volatility Analysis

V-Lab

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V-Lab

Torex Gold Resources Inc AGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:40.00% (+0.72%)

Analysis last updated: Tuesday, April 23, 2024 at 02:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0341	1.77
$α$	0.0618	52.69
$β$	0.9375	843.04
$γ$	1.4370	11.16

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts