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 Monday, September 21st, 2020:47.32% (-0.81%)

Analysis last updated: Sunday, March 21, 2021 at 06:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0372	18.19
$β$	0.8985	164.92
$γ$	0.0478	10.53
$λ_{1}$	0.0773	4.21
$λ_{2}$	0.0178	5.14
$λ_{3}$	0.9765	212.61

Estimation Period:
Aug 14, 2002 to Sep 18, 2020

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts