V-Lab: Alexco Resource Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Alexco Resource Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 12th, 2022:76.27% (+1.88%)

Analysis last updated: Saturday, September 10, 2022 at 11:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	23.7409	5.02
$α$	0.0691	26.66
$β$	0.9843	299.83
$ν$	5	6.00

Estimation Period:
Jan 26, 2006 to Sep 9, 2022