V-Lab
V-Lab
Newmont Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:46.33% (-1.17%)

Analysis last updated: Friday, May 3, 2024 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Newmont Corp AGARCH
paramt-stat
ω0.053013.97
α0.047831.72
β0.9420568.18
γ0.46649.32
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts