V-Lab: Lundin Mining Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Lundin Mining Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:50.15% (+3.26%)

Analysis last updated: Wednesday, May 1, 2024 at 01:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	58.9087	7.35
$α$	0.0486	72.60
$β$	0.9990	8121.95
$ν$	5	28.20

Estimation Period:
Nov 1, 1994 to Apr 19, 2024