V-Lab: Drillsearch Energy Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Drillsearch Energy Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, February 19th, 2016:116.27% (+16.47%)

Analysis last updated: Monday, March 1, 2021 at 06:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	25.6836	10.13
$α$	0.1221	22.30
$β$	0.9304	143.52
$ν$	4	10.74

Estimation Period:
Jan 3, 1996 to Feb 12, 2016