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

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V-Lab

Mount Gibson Iron Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:43.62% (+0.58%)

Analysis last updated: Saturday, April 20, 2024 at 08:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5945	2.56
$α$	0.0811	7.35
$β$	0.8689	43.30
$γ_{1}$	0.7851	4.78
$γ_{2}$	-1.2577	-5.40
$γ_{3}$	0.6368	4.69
$γ_{4}$	-0.0736	-0.73
$γ_{5}$	-0.2457	-2.57
$γ_{6}$	0.3298	2.78
$γ_{7}$	-0.3288	-2.30
$γ_{8}$	0.2020	1.52
$γ_{9}$	0.0434	0.38
$γ_{10}$	-0.3129	-2.12

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

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Volatility Forecasts

Volatility Forecasts