V-Lab: Novagold Resources Inc MF2-GARCH Volatility Analysis

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V-Lab

Novagold Resources Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:67.30% (-5.68%)

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
$m$	36
$α$	0.1519	15.72
$β$	0.5245	26.58
$γ$	0.0186	1.43
$λ_{1}$	0.3386	1.22
$λ_{2}$	0.1799	2.03
$λ_{3}$	0.8176	9.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts