V-Lab: Augusta Gold Corp Asy. MEM Volatility Analysis

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V-Lab

Augusta Gold Corp Asy. MEM Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:67.89% (-0.39%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0433	5.62
$α$	0.0539	8.33
$β$	0.9371	321.47
$γ$	0.0180	1.35

Estimation Period:
Mar 29, 2021 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts