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

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V-Lab

Beadell Resources Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, February 19th, 2019:76.75% (+5.96%)

Analysis last updated: Monday, March 1, 2021 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	26.9688	6.26
$α$	0.0320	29.87
$β$	0.9934	1314.06
$ν$	4	11.70

Estimation Period:
Sep 26, 2007 to Feb 15, 2019