V-Lab: Augusta Gold Corp Asy. MEM Volatility Analysis

V-Lab

| |

V-Lab

Augusta Gold Corp Asy. MEM Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:65.83% (-0.39%)

Analysis last updated: Wednesday, May 8, 2024 at 08:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0424	5.64
$α$	0.0533	8.27
$β$	0.9383	327.04
$γ$	0.0169	1.28

Estimation Period:
Mar 29, 2021 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts