V-Lab
V-Lab

Labrador Iron Ore Royalty Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:28.04% (+0.41%)

Analysis last updated: Thursday, March 28, 2024 at 10:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Labrador Iron Ore Royalty Corp S0GARCH
paramt-stat
ω0.57246.10
α0.10186.60
β0.851946.19
γ1-0.0906-2.60
γ20.17863.51
γ3-0.1763-4.92
γ40.14944.05
γ5-0.0964-3.19
γ60.04532.11
Estimation Period:
Nov 29, 1996 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts