V-Lab: Kinross Gold Corp MF2-GARCH Volatility Analysis

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V-Lab

Kinross Gold Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:37.72% (-1.19%)

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
$m$	21
$α$	0.0745	18.19
$β$	0.6800	35.66
$γ$	0.0441	6.09
$λ_{1}$	0.0794	1.59
$λ_{2}$	0.0454	3.04
$λ_{3}$	0.9475	52.86

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts