V-Lab: IAMGOLD Corp MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

IAMGOLD Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:55.71% (-1.58%)

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
$m$	56
$α$	0.0345	10.42
$β$	0.8737	108.98
$γ$	0.0614	14.54
$λ_{1}$	0.1003	2.74
$λ_{2}$	0.0217	3.14
$λ_{3}$	0.9705	101.29

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts