V-Lab: Antofagasta PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Antofagasta PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:34.09% (-1.09%)

Analysis last updated: Saturday, April 20, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5958	8.03
$α$	0.0868	6.97
$β$	0.8820	54.35
$γ_{1}$	-0.0010	-5.96

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts