V-Lab: Barrick Gold Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Barrick Gold Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:34.67% (+0.74%)

Analysis last updated: Friday, April 26, 2024 at 01:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9053	9.12
$α$	0.0395	7.34
$β$	0.9518	147.15
$γ_{1}$	-0.0002	-0.89

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts