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

V-Lab

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V-Lab

Centerra Gold Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:39.25% (-0.74%)

Analysis last updated: Saturday, May 4, 2024 at 05:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5445	6.31
$α$	0.1086	4.98
$β$	0.7478	12.25
$γ_{1}$	0.0885	0.75
$γ_{2}$	-0.3165	-1.77
$γ_{3}$	0.4245	3.88
$γ_{4}$	-0.3127	-3.24
$γ_{5}$	0.0323	0.31
$γ_{6}$	0.3172	2.70
$γ_{7}$	-0.4213	-3.06
$γ_{8}$	0.2525	2.35

Estimation Period:
Jul 1, 2004 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts