V-Lab: Cleveland-Cliffs Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Cleveland-Cliffs Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:35.50% (+4.71%)

Analysis last updated: Tuesday, April 23, 2024 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.6840	9.71
$α$	0.0460	80.38
$β$	0.9980	4990.13
$ν$	5	48.54

Estimation Period:
Jan 2, 1990 to Apr 19, 2024