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

V-Lab

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V-Lab

Nevsun Resources Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, March 11th, 2019:4.62% (+0.05%)

Analysis last updated: Monday, March 1, 2021 at 08:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.6376	5.20
$α$	0.0489	70.64
$β$	0.9990	4459.82
$ν$	5	54.96

Estimation Period:
Sep 12, 1994 to Mar 8, 2019