V-Lab: IAMGOLD Corp APARCH Volatility Analysis

V-Lab

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V-Lab

IAMGOLD Corp APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:52.01% (-1.27%)

Analysis last updated: Thursday, May 2, 2024 at 02:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0872	14.41
$α$	0.0612	27.08
$β$	0.9326	404.42
$γ$	0.4125	14.04
$δ$	1.1537	26.18

Estimation Period:
Mar 8, 1996 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts