V-Lab: New Gold Inc GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

New Gold Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:626.44% (+14.41%)

Analysis last updated: Tuesday, May 7, 2024 at 01:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	10997.1900	10.43
$α$	0.1048	179.43
$β$	0.9979	5091.52
$ν$	2	59009.32

Estimation Period:
Jan 29, 1990 to May 3, 2024