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

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V-Lab

Novagold Resources Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:64.72% (-2.18%)

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
$ω$	0.6826	4.72
$α$	0.0759	7.60
$β$	0.8864	56.59
$γ_{1}$	-0.1546	-2.07
$γ_{2}$	0.2487	2.26
$γ_{3}$	-0.2064	-2.95
$γ_{4}$	0.0831	1.29
$γ_{5}$	0.2025	2.36
$γ_{6}$	-0.3177	-2.39
$γ_{7}$	0.2121	1.37
$γ_{8}$	-0.1131	-0.97
$γ_{9}$	0.0810	1.03
$γ_{10}$	-0.0032	-0.03

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts