V-Lab: Alexco Resource Corp MF2-GARCH Volatility Analysis

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V-Lab

Alexco Resource Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 12th, 2022:74.76% (+3.00%)

Analysis last updated: Saturday, September 10, 2022 at 11:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.2123	12.93
$β$	0.3508	6.89
$γ$	-0.0777	-3.72
$λ_{1}$	2.0303	0.46
$λ_{2}$	0.3577	0.54
$λ_{3}$	0.5609	0.65

Estimation Period:
Jan 26, 2006 to Sep 9, 2022

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Volatility Forecasts