V-Lab: OceanaGold Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

OceanaGold Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:47.77% (+7.64%)

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
$ω$	0.6372	3.41
$α$	0.0424	4.65
$β$	0.9018	36.76
$γ_{1}$	-1.2431	-3.52
$γ_{2}$	1.6651	3.43
$γ_{3}$	-0.4207	-1.36
$γ_{4}$	-0.0506	-0.17
$γ_{5}$	0.0388	0.14
$γ_{6}$	-0.3007	-1.15
$γ_{7}$	1.1183	4.33
$γ_{8}$	-1.5497	-6.01
$γ_{9}$	1.0955	4.37
$γ_{10}$	-0.6957	-1.67

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts