New Gold Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:91.86% (-2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1317 | 10.47 | |
| 0.0335 | 12.26 | |
| 0.9461 | 500.59 | |
| 0.0388 | 8.03 |
Estimation Period:
Jan 29, 1990 to Feb 20, 2026
Jan 29, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities