V-Lab: Augusta Gold Corp EGARCH Volatility Analysis

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V-Lab

Augusta Gold Corp EGARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:72.98% (+1.29%)

Analysis last updated: Saturday, May 4, 2024 at 05:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1151	4.94
$α$	0.1061	12.47
$β$	0.9638	125.17
$γ$	0.0003	0.03

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts