V-Lab: Augusta Gold Corp MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Augusta Gold Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:74.37% (+1.01%)

Analysis last updated: Thursday, May 9, 2024 at 12:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0522	0.24
$β$	0.0000	0.00
$γ$	0.0013	0.03
$λ_{1}$	3.4310	0.03
$λ_{2}$	0.3054	0.03
$λ_{3}$	0.5381	0.03

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts