V-Lab: Lynas Rare Earths Ltd EGARCH Volatility Analysis

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V-Lab

Lynas Rare Earths Ltd EGARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:42.94% (-0.54%)

Analysis last updated: Friday, April 19, 2024 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0438	10.66
$α$	0.1233	38.63
$β$	0.9897	955.31
$γ$	-0.0419	-10.03

Estimation Period:
Jan 2, 1996 to Apr 12, 2024

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Volatility Forecasts