V-Lab: Novagold Resources Inc MF2-GARCH Volatility Analysis

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V-Lab

Novagold Resources Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:58.67% (-0.58%)

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
$m$	36
$α$	0.1516	15.47
$β$	0.5182	25.94
$γ$	0.0183	1.41
$λ_{1}$	0.3466	1.19
$λ_{2}$	0.1846	1.97
$λ_{3}$	0.8130	8.49

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts