V-Lab: Mount Gibson Iron Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Mount Gibson Iron Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:54.31% (+1.40%)

Analysis last updated: Saturday, April 20, 2024 at 08:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	35.4091	13.28
$α$	0.0701	58.75
$β$	0.9947	2111.80
$ν$	5	24.41

Estimation Period:
Jan 12, 1990 to Apr 19, 2024