V-Lab: Torex Gold Resources Inc EGARCH Volatility Analysis

V-Lab

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V-Lab

Torex Gold Resources Inc EGARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:39.32% (-0.96%)

Analysis last updated: Wednesday, April 24, 2024 at 12:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0053	1.35
$α$	0.0681	34.54
$β$	1.0000	1524.39
$γ$	-0.0510	-18.25

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts