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

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V-Lab

Novagold Resources Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:56.06% (-1.53%)

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
$ω$	0.6856	4.67
$α$	0.0744	7.56
$β$	0.8896	57.94
$γ_{1}$	-0.1543	-2.04
$γ_{2}$	0.2490	2.24
$γ_{3}$	-0.2080	-2.94
$γ_{4}$	0.0861	1.33
$γ_{5}$	0.1996	2.34
$γ_{6}$	-0.3169	-2.38
$γ_{7}$	0.2128	1.36
$γ_{8}$	-0.1127	-0.95
$γ_{9}$	0.0773	0.96
$γ_{10}$	0.0134	0.14

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts