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

V-Lab

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V-Lab

Range Resources Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, March 14th, 2019:65.47% (0.00%)

Analysis last updated: Monday, March 1, 2021 at 06:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	120.1349	11.95
$α$	0.1096	43.87
$β$	0.9637	374.83
$ν$	3	46.86

Estimation Period:
Jan 9, 1996 to Jan 25, 2019