V-Lab: ALS Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

ALS Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:26.81% (+0.98%)

Analysis last updated: Friday, April 19, 2024 at 07:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.7842	5.46
$α$	0.0650	65.00
$β$	0.9901	522.49
$ν$	3	46.96

Estimation Period:
Jan 24, 1990 to Apr 12, 2024