V-Lab: Atlas Iron Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Atlas Iron Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, November 19th, 2018:13.43% (-0.41%)

Analysis last updated: Monday, March 1, 2021 at 07:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	44.6902	10.98
$α$	0.0663	70.04
$β$	0.9990	8188.52
$ν$	4	112.86

Estimation Period:
Dec 17, 2004 to Nov 16, 2018