V-Lab: New Gold Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

New Gold Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:50.99% (+6.95%)

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
$ω$	1.7896	4.54
$α$	0.1245	8.65
$β$	0.8181	39.61
$γ_{1}$	0.0287	0.66
$γ_{2}$	-0.0316	-0.47
$γ_{3}$	-0.0603	-1.10
$γ_{4}$	0.1580	3.46
$γ_{5}$	-0.1570	-4.16
$γ_{6}$	0.1207	3.21
$γ_{7}$	-0.0935	-2.27
$γ_{8}$	0.0293	0.50

Estimation Period:
Jan 29, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts