V-Lab: ALS Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

ALS Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:24.98% (+1.79%)

Analysis last updated: Saturday, April 20, 2024 at 08:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5031	3.37
$α$	0.1186	6.09
$β$	0.7497	19.45
$γ_{1}$	0.1515	1.39
$γ_{2}$	-0.1751	-1.06
$γ_{3}$	-0.0042	-0.03
$γ_{4}$	0.1452	1.40
$γ_{5}$	-0.2529	-3.01
$γ_{6}$	0.2603	4.14
$γ_{7}$	-0.2319	-3.94
$γ_{8}$	0.1349	2.11
$γ_{9}$	-0.0349	-0.50
$γ_{10}$	0.0210	0.38

Estimation Period:
Jan 24, 1990 to Apr 19, 2024

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