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

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V-Lab

Alumina Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:44.77% (+4.17%)

Analysis last updated: Friday, May 3, 2024 at 05:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0885	8.54
$α$	0.0568	31.75
$β$	0.9898	761.38
$ν$	9	4.78

Estimation Period:
Jan 1, 1990 to Apr 26, 2024