V-Lab: Augusta Gold Corp GJR-GARCH Volatility Analysis

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V-Lab

Augusta Gold Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:73.23% (-1.20%)

Analysis last updated: Friday, April 26, 2024 at 02:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3380	3.57
$α$	0.0280	4.07
$β$	0.9479	159.12
$γ$	0.0186	1.17

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts