V-Lab: IAMGOLD Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

IAMGOLD Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:58.61% (-0.94%)

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
$ω$	0.8801	7.79
$α$	0.0618	7.43
$β$	0.8999	68.54
$γ_{1}$	-0.0296	-2.88
$γ_{2}$	0.0533	3.34
$γ_{3}$	-0.0401	-3.17
$γ_{4}$	0.0335	2.19

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts