V-Lab
V-Lab
Newmont Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:37.57% (-0.93%)

Analysis last updated: Friday, May 17, 2024 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Newmont Corp AGARCH
paramt-stat
ω0.052913.90
α0.047631.69
β0.9421568.22
γ0.47269.42
Estimation Period:
Jan 2, 1990 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts