V-Lab: OceanaGold Corp GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

OceanaGold Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:52.59% (+6.51%)

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
$ω$	0.0412	4.14
$α$	0.0050	4.35
$β$	0.9757	857.39
$γ$	0.0337	13.18

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts