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

V-Lab

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V-Lab

Kinross Gold Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:37.83% (-0.94%)

Analysis last updated: Saturday, May 4, 2024 at 05:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2561	5.64
$α$	0.0604	7.32
$β$	0.9098	77.36
$γ_{1}$	0.1618	5.11
$γ_{2}$	-0.2703	-5.61
$γ_{3}$	0.1573	4.84
$γ_{4}$	-0.0605	-2.04
$γ_{5}$	0.0220	0.61
$γ_{6}$	-0.0250	-0.69
$γ_{7}$	0.0231	0.98

Estimation Period:
Jun 3, 1993 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts