V-Lab: Lundin Mining Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Lundin Mining Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:41.77% (-0.46%)

Analysis last updated: Friday, April 26, 2024 at 02:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5770	5.77
$α$	0.0559	6.85
$β$	0.9202	78.48
$γ_{1}$	0.0494	1.06
$γ_{2}$	-0.1879	-2.38
$γ_{3}$	0.3056	5.06
$γ_{4}$	-0.2840	-5.89
$γ_{5}$	0.1968	4.83
$γ_{6}$	-0.1090	-3.06
$γ_{7}$	0.0337	1.17

Estimation Period:
Nov 1, 1994 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts