V-Lab
MacPhersons Resources Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, June 7th, 2019:91.92% (+5.62%)
Analysis last updated: Monday, March 1, 2021 at 06:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 37.0212 | 2.83 | |
| 0.0549 | 14.13 | |
| 0.9799 | 136.19 | |
| 3 | 7.95 |
Estimation Period:
Dec 28, 2010 to May 17, 2019
Dec 28, 2010 to May 17, 2019
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