V-Lab: BCI Minerals Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

BCI Minerals Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:46.25% (-4.22%)

Analysis last updated: Friday, April 19, 2024 at 08:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	28.9494	4.25
$α$	0.1113	38.67
$β$	0.9872	327.66
$ν$	5	14.29

Estimation Period:
Dec 15, 2006 to Apr 12, 2024