V-Lab: Mineral Resources Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Mineral Resources Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:31.73% (+0.23%)

Analysis last updated: Thursday, May 2, 2024 at 03:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.2463	5.86
$α$	0.0617	15.87
$β$	0.9734	213.42
$ν$	5	4.59

Estimation Period:
Jul 28, 2006 to Apr 26, 2024