V-Lab: Barrick Gold Corp APARCH Volatility Analysis

V-Lab

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V-Lab

Barrick Gold Corp APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:34.88% (-0.14%)

Analysis last updated: Thursday, May 2, 2024 at 02:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0357	13.01
$α$	0.0465	26.86
$β$	0.9515	587.69
$γ$	0.0959	4.91
$δ$	1.5458	31.26

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts