V-Lab: Augusta Gold Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Augusta Gold Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:76.97% (+3.10%)

Analysis last updated: Saturday, May 4, 2024 at 05:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6993	6.33
$α$	0.0888	2.22
$β$	0.3428	1.14
$γ_{1}$	1.4408	1.42
$γ_{2}$	-3.8910	-2.45
$γ_{3}$	4.2014	3.68
$γ_{4}$	-2.3172	-3.13

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts