V-Lab: Lynas Rare Earths Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Lynas Rare Earths Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:40.94% (-1.00%)

Analysis last updated: Saturday, April 20, 2024 at 08:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4762	5.85
$α$	0.1590	6.60
$β$	0.6774	14.10
$γ_{1}$	-0.2414	-4.35
$γ_{2}$	0.2801	3.37
$γ_{3}$	-0.0127	-0.19
$γ_{4}$	-0.0760	-0.95
$γ_{5}$	0.0993	1.27
$γ_{6}$	-0.1018	-1.55
$γ_{7}$	0.0892	1.31
$γ_{8}$	-0.1084	-1.28

Estimation Period:
Jan 2, 1996 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts