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

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V-Lab

Regis Resources Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:55.96% (-2.73%)

Analysis last updated: Saturday, April 20, 2024 at 08:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	57.8384	9.43
$α$	0.0514	85.79
$β$	0.9990	9424.53
$ν$	3	195.70

Estimation Period:
Jan 3, 1990 to Apr 19, 2024