V-Lab: Antofagasta PLC Asy. Power MEM Volatility Analysis

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V-Lab

Antofagasta PLC Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:40.64% (+4.70%)

Analysis last updated: Thursday, April 18, 2024 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3677	26.56
$α$	0.3256	43.06
$β$	0.5483	53.23
$γ$	-0.0418	-6.50
$δ$	1.0084	31.84

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts