V-Lab: Sirius Resources NL GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Sirius Resources NL GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, September 11th, 2015:75.45% (-0.88%)

Analysis last updated: Monday, March 1, 2021 at 08:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	117.2479	10.01
$α$	0.0366	38.47
$β$	0.9982	4193.98
$ν$	3	60.68

Estimation Period:
May 9, 2008 to Sep 4, 2015