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 19th, 2024:44.26% (-0.06%)

Analysis last updated: Friday, April 19, 2024 at 02:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5755	5.75
$α$	0.0560	6.85
$β$	0.9198	78.08
$γ_{1}$	0.0525	1.13
$γ_{2}$	-0.1936	-2.46
$γ_{3}$	0.3096	5.16
$γ_{4}$	-0.2855	-5.96
$γ_{5}$	0.1964	4.85
$γ_{6}$	-0.1079	-3.03
$γ_{7}$	0.0327	1.14

Estimation Period:
Nov 1, 1994 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts