New Gold Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:103.07% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3274 | 15.50 | |
| 0.0579 | 11.77 | |
| 0.9132 | 262.40 | |
| 0.0225 | 3.11 |
Estimation Period:
Nov 18, 2004 to Feb 6, 2026
Nov 18, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities