V-Lab: Mount Gibson Iron Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Mount Gibson Iron Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:46.15% (+1.43%)

Analysis last updated: Saturday, April 27, 2024 at 07:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4608	2.33
$α$	0.0796	7.39
$β$	0.8731	45.49
$γ_{1}$	0.7471	4.22
$γ_{2}$	-1.2000	-4.81
$γ_{3}$	0.6058	4.24
$γ_{4}$	-0.0587	-0.57
$γ_{5}$	-0.2484	-2.54
$γ_{6}$	0.3296	2.74
$γ_{7}$	-0.3382	-2.36
$γ_{8}$	0.2403	1.85
$γ_{9}$	-0.0657	-0.70
$γ_{10}$	-0.0285	-0.43

Estimation Period:
Jan 12, 1990 to Apr 26, 2024

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