V-Lab: OceanaGold Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

OceanaGold Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:45.83% (-1.04%)

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
$ω$	0.6419	3.41
$α$	0.0417	4.68
$β$	0.9055	38.70
$γ_{1}$	-1.2301	-3.48
$γ_{2}$	1.6501	3.39
$γ_{3}$	-0.4214	-1.35
$γ_{4}$	-0.0437	-0.14
$γ_{5}$	0.0250	0.09
$γ_{6}$	-0.2739	-1.04
$γ_{7}$	1.0859	4.13
$γ_{8}$	-1.5296	-5.78
$γ_{9}$	1.0725	4.25
$γ_{10}$	-0.5655	-1.42

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts