V-Lab: Atlas Iron Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Atlas Iron Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 19th, 2018:33.06% (-0.34%)

Analysis last updated: Friday, November 16, 2018 at 06:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4744	4.23
$α$	0.1908	4.89
$β$	0.6952	15.67
$γ_{1}$	0.7077	2.52
$γ_{2}$	-0.8331	-1.99
$γ_{3}$	-0.0239	-0.09
$γ_{4}$	0.4212	1.70
$γ_{5}$	-0.3379	-1.35
$γ_{6}$	0.4071	1.53
$γ_{7}$	-1.1244	-4.39
$γ_{8}$	1.1986	6.71

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

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Volatility Forecasts

Volatility Forecasts