V-Lab: ALS Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

ALS Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:23.56% (-0.68%)

Analysis last updated: Saturday, May 4, 2024 at 07:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5015	3.37
$α$	0.1187	6.09
$β$	0.7487	19.37
$γ_{1}$	0.1508	1.39
$γ_{2}$	-0.1742	-1.07
$γ_{3}$	-0.0043	-0.03
$γ_{4}$	0.1454	1.41
$γ_{5}$	-0.2542	-3.03
$γ_{6}$	0.2630	4.17
$γ_{7}$	-0.2362	-4.03
$γ_{8}$	0.1410	2.22
$γ_{9}$	-0.0412	-0.59
$γ_{10}$	0.0250	0.46

Estimation Period:
Jan 24, 1990 to May 3, 2024

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