V-Lab
V-Lab

Lynas Rare Earths Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:38.04% (-1.35%)

Analysis last updated: Thursday, March 28, 2024 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lynas Rare Earths Ltd S0GARCH
paramt-stat
ω0.48745.76
α0.15486.60
β0.696714.80
γ1-0.2339-4.07
γ20.26943.13
γ3-0.0104-0.15
γ4-0.0702-0.86
γ50.08641.10
γ6-0.0789-1.22
γ70.04050.70
γ80.01680.41
Estimation Period:
Jan 2, 1996 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts