V-Lab
V-Lab

Labrador Iron Ore Royalty Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:25.13% (-0.48%)

Analysis last updated: Thursday, April 25, 2024 at 01:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Labrador Iron Ore Royalty Corp S0GARCH
paramt-stat
ω0.57596.10
α0.10186.62
β0.852546.60
γ1-0.0892-2.57
γ20.17633.47
γ3-0.1753-4.94
γ40.15014.10
γ5-0.0992-3.33
γ60.04852.31
Estimation Period:
Nov 29, 1996 to Apr 19, 2024
Impact of return on volatility tomorrow
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