V-Lab: OceanaGold Corp MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

OceanaGold Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:52.80% (+6.72%)

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
$m$	126
$α$	0.0049	4.41
$β$	0.9753	605.04
$γ$	0.0351	18.96
$λ_{1}$	0.1611	0.37
$λ_{2}$	0.0004	0.12
$λ_{3}$	0.9908	36.21

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts