V-Lab: Alamos Gold Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Alamos Gold Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:33.04% (-0.41%)

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
$ω$	1.3069	7.50
$α$	0.0761	6.19
$β$	0.8748	46.32
$γ_{1}$	0.0001	0.00
$γ_{2}$	0.0235	0.94
$γ_{3}$	-0.0538	-2.94
$γ_{4}$	0.0469	3.48

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

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