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

V-Lab

| |

V-Lab

Lynas Rare Earths Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:46.10% (-0.77%)

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
$ω$	0.4795	5.62
$α$	0.1529	6.55
$β$	0.7015	14.93
$γ_{1}$	-0.2384	-4.13
$γ_{2}$	0.2757	3.20
$γ_{3}$	-0.0139	-0.20
$γ_{4}$	-0.0670	-0.83
$γ_{5}$	0.0837	1.07
$γ_{6}$	-0.0770	-1.20
$γ_{7}$	0.0397	0.69
$γ_{8}$	0.0167	0.41

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts