V-Lab: Antofagasta PLC Asy. MEM Volatility Analysis

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V-Lab

Antofagasta PLC Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:39.83% (+5.11%)

Analysis last updated: Thursday, April 18, 2024 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4588	29.86
$α$	0.4094	36.37
$β$	0.5439	85.14
$γ$	-0.0384	-2.15

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts