V-Lab: Eldorado Gold Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Eldorado Gold Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:38.51% (+0.51%)

Analysis last updated: Friday, April 26, 2024 at 02:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9998	7.48
$α$	0.0493	6.39
$β$	0.9190	76.11
$γ_{1}$	0.1219	2.82
$γ_{2}$	-0.2236	-3.34
$γ_{3}$	0.1535	3.81
$γ_{4}$	-0.0833	-2.27
$γ_{5}$	0.0892	2.19
$γ_{6}$	-0.1252	-3.26
$γ_{7}$	0.0980	3.66

Estimation Period:
Dec 2, 1992 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts