V-Lab: ALS Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

ALS Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:31.92% (+0.21%)

Analysis last updated: Friday, May 3, 2024 at 05:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.7933	5.47
$α$	0.0648	65.26
$β$	0.9902	528.67
$ν$	3	46.99

Estimation Period:
Jan 24, 1990 to Apr 26, 2024