V-Lab: Eldorado Gold Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Eldorado Gold Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:40.80% (-0.18%)

Analysis last updated: Saturday, May 4, 2024 at 05:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9837	7.40
$α$	0.0491	6.38
$β$	0.9190	76.07
$γ_{1}$	0.1191	2.79
$γ_{2}$	-0.2199	-3.33
$γ_{3}$	0.1519	3.83
$γ_{4}$	-0.0818	-2.27
$γ_{5}$	0.0874	2.17
$γ_{6}$	-0.1233	-3.24
$γ_{7}$	0.0968	3.63

Estimation Period:
Dec 2, 1992 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts