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V-Lab

Mount Gibson Iron Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:44.64% (+0.20%)

Analysis last updated: Wednesday, March 27, 2024 at 08:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mount Gibson Iron Ltd S0GARCH
paramt-stat
ω2.46792.34
α0.07997.36
β0.872344.91
γ10.75354.24
γ2-1.2073-4.82
γ30.60324.23
γ4-0.0494-0.48
γ5-0.2595-2.63
γ60.33802.79
γ7-0.3399-2.37
γ80.23331.80
γ9-0.0527-0.55
γ10-0.0394-0.58
Estimation Period:
Jan 12, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts