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

V-Lab

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V-Lab

ARC Resources Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:28.41% (+1.13%)

Analysis last updated: Thursday, May 2, 2024 at 02:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.4486	6.48
$α$	0.0733	43.38
$β$	0.9927	854.33
$ν$	7	9.54

Estimation Period:
Jul 11, 1996 to Apr 19, 2024