V-Lab: SEMAFO Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

SEMAFO Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 7th, 2020:59.15% (+3.80%)

Analysis last updated: Monday, March 1, 2021 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	193.7276	6.77
$α$	0.0732	76.08
$β$	0.9990	7345.59
$ν$	5	23.36

Estimation Period:
Jan 3, 1992 to Jul 3, 2020