V-Lab: Mount Gibson Iron Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Mount Gibson Iron Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:50.27% (+0.47%)

Analysis last updated: Saturday, April 20, 2024 at 08:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4727	2.36
$α$	0.0793	7.37
$β$	0.8733	45.51
$γ_{1}$	0.7498	4.27
$γ_{2}$	-1.2033	-4.85
$γ_{3}$	0.6065	4.25
$γ_{4}$	-0.0587	-0.57
$γ_{5}$	-0.2485	-2.55
$γ_{6}$	0.3296	2.74
$γ_{7}$	-0.3374	-2.36
$γ_{8}$	0.2384	1.84
$γ_{9}$	-0.0624	-0.67
$γ_{10}$	-0.0318	-0.48

Estimation Period:
Jan 12, 1990 to Apr 19, 2024

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