V-Lab
V-Lab
OceanaGold Corp AGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:57.27% (-1.68%)

Analysis last updated: Friday, May 3, 2024 at 01:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OceanaGold Corp AGARCH
paramt-stat
ω0.218217.54
α0.067640.93
β0.9196572.94
γ0.52826.22
Estimation Period:
Jun 27, 2007 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts