V-Lab: BCI Minerals Ltd Asy. Power MEM Volatility Analysis

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V-Lab

BCI Minerals Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:41.38% (-2.71%)

Analysis last updated: Friday, April 19, 2024 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5629	11.17
$α$	0.2362	47.67
$β$	0.7359	137.96
$γ$	0.0494	5.95
$δ$	1.7995	28.90

Estimation Period:
Dec 15, 2006 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts