V-Lab: Augusta Gold Corp GARCH Volatility Analysis

V-Lab

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V-Lab

Augusta Gold Corp GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:73.44% (-1.19%)

Analysis last updated: Thursday, May 2, 2024 at 02:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4621	4.45
$α$	0.0377	9.71
$β$	0.9408	136.75

Estimation Period:
Mar 29, 2021 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts