V-Lab: OceanaGold Corp Asy. MEM Volatility Analysis

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V-Lab

OceanaGold Corp Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:48.98% (-1.32%)

Analysis last updated: Thursday, May 16, 2024 at 01:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1184	13.71
$α$	0.0861	22.67
$β$	0.8969	347.35
$γ$	0.0254	3.45

Estimation Period:
Jun 27, 2007 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts