V-Lab: Kinross Gold Corp GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Kinross Gold Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:38.83% (-0.15%)

Analysis last updated: Friday, April 26, 2024 at 02:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	13.8397	4.87
$α$	0.0545	38.12
$β$	0.9931	725.41
$ν$	6	7.63

Estimation Period:
Jun 3, 1993 to Apr 19, 2024