V-Lab: Centerra Gold Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Centerra Gold Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:38.78% (+0.85%)

Analysis last updated: Friday, May 3, 2024 at 01:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	13.1206	3.84
$α$	0.0585	21.08
$β$	0.9838	229.75
$ν$	4	8.83

Estimation Period:
Jul 1, 2004 to Apr 19, 2024