V-Lab: Mount Gibson Iron Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Mount Gibson Iron Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:49.33% (+2.52%)

Analysis last updated: Friday, April 19, 2024 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4641	2.33
$α$	0.0797	7.37
$β$	0.8727	45.21
$γ_{1}$	0.7501	4.23
$γ_{2}$	-1.2034	-4.82
$γ_{3}$	0.6043	4.23
$γ_{4}$	-0.0539	-0.52
$γ_{5}$	-0.2541	-2.59
$γ_{6}$	0.3339	2.76
$γ_{7}$	-0.3391	-2.37
$γ_{8}$	0.2370	1.83
$γ_{9}$	-0.0597	-0.63
$γ_{10}$	-0.0333	-0.50

Estimation Period:
Jan 12, 1990 to Apr 12, 2024

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