WA Gold Ltd EGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
143.56%
increased by 7.48%
1 Week
145.63%
increased by 9.55%
1 Month
153.97%
increased by 17.89%
Analysis last updated: Thursday, May 21, 2026 at 05:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 5.14 | |
| 0.0873 | 24.34 | |
| 0.9933 | 706.51 | |
| -0.0490 | -10.09 |
Estimation Period:
May 12, 2004 to May 15, 2026
May 12, 2004 to May 15, 2026
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