V-Lab: ARC Resources Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

ARC Resources Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:25.59% (-1.28%)

Analysis last updated: Friday, April 19, 2024 at 02:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.4648	6.48
$α$	0.0734	43.43
$β$	0.9927	855.07
$ν$	7	9.56

Estimation Period:
Jul 11, 1996 to Apr 12, 2024