V-Lab: Alacer Gold Corp MF2-GARCH Volatility Analysis

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V-Lab

Alacer Gold Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, September 15th, 2020:49.86% (-0.08%)

Analysis last updated: Sunday, March 21, 2021 at 06:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0335	6.53
$β$	0.7937	64.33
$γ$	0.0700	11.07
$λ_{1}$	1.4903	0.33
$λ_{2}$	0.8698	0.33
$λ_{3}$	0.0000	0.00

Estimation Period:
Feb 7, 2011 to Sep 14, 2020

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts