V-Lab: Alamos Gold Inc MF2-GARCH Volatility Analysis

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V-Lab

Alamos Gold Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:37.67% (-0.55%)

Analysis last updated: Friday, April 26, 2024 at 01:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0764	17.40
$β$	0.6515	31.67
$γ$	0.0975	11.81
$λ_{1}$	0.1334	2.17
$λ_{2}$	0.0390	2.87
$λ_{3}$	0.9486	53.46

Estimation Period:
Feb 21, 2003 to Apr 19, 2024

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