V-Lab: Advantage Energy Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Advantage Energy Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:630.14% (+68.27%)

Analysis last updated: Friday, April 26, 2024 at 01:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	23.1738	24.27
$α$	0.0659	155.71
$β$	0.9990	21717.39
$ν$	2	1000776.00

Estimation Period:
Jan 1, 1990 to Apr 19, 2024