V-Lab: Novagold Resources Inc Asy. MEM Volatility Analysis

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V-Lab

Novagold Resources Inc Asy. MEM Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:61.41% (-1.37%)

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
$ω$	0.0636	10.58
$α$	0.0822	30.19
$β$	0.9212	536.21
$γ$	-0.0069	-1.34

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts