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

V-Lab

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V-Lab

Detour Gold Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 4th, 2020:48.94% (+0.64%)

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
$m$	126
$α$	0.0146	5.40
$β$	0.9192	175.08
$γ$	0.0833	15.88
$λ_{1}$	4.5964	0.06
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.6791	0.12

Estimation Period:
Jan 31, 2007 to Feb 3, 2020

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts