V-Lab
Mount Gibson Iron Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:48.26% (+2.23%)
Analysis last updated: Saturday, April 20, 2024 at 08:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 4.26 | |
| 0.1027 | 23.92 | |
| 0.9974 | 1297.07 | |
| -0.0465 | -9.92 |
Estimation Period:
Jan 12, 1990 to Apr 19, 2024
Jan 12, 1990 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
Other Mount Gibson Iron Ltd Analyses