V-Lab: Novagold Resources Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Novagold Resources Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:62.17% (-2.23%)

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
$ω$	0.7225	4.94
$α$	0.0756	7.58
$β$	0.8879	57.35
$γ_{1}$	-0.1254	-1.67
$γ_{2}$	0.2021	1.81
$γ_{3}$	-0.1777	-2.48
$γ_{4}$	0.0671	1.02
$γ_{5}$	0.2076	2.38
$γ_{6}$	-0.3165	-2.33
$γ_{7}$	0.2098	1.33
$γ_{8}$	-0.1150	-0.98
$γ_{9}$	0.0986	1.33
$γ_{10}$	-0.0674	-1.38

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts