V-Lab: Novagold Resources Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Novagold Resources Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:66.89% (-1.69%)

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
$ω$	36.7893	7.34
$α$	0.0541	79.24
$β$	0.9978	3897.58
$ν$	5	29.28

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