V-Lab: Novagold Resources Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Novagold Resources Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:59.00% (-1.84%)

Analysis last updated: Thursday, May 9, 2024 at 12:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	36.7706	7.37
$α$	0.0538	79.16
$β$	0.9978	3943.85
$ν$	5	29.29

Estimation Period:
Jan 1, 1990 to May 3, 2024