V-Lab: OceanaGold Corp EGARCH Volatility Analysis

V-Lab

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V-Lab

OceanaGold Corp EGARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:51.06% (+5.88%)

Analysis last updated: Wednesday, May 1, 2024 at 01:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0102	2.38
$α$	0.0605	19.67
$β$	0.9972	1059.77
$γ$	-0.0377	-13.00

Estimation Period:
Jun 27, 2007 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts