V-Lab: Mineral Resources Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Mineral Resources Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:35.69% (-0.56%)

Analysis last updated: Friday, April 19, 2024 at 08:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7912	6.02
$α$	0.0730	4.76
$β$	0.8614	30.61
$γ_{1}$	-0.1351	-2.86
$γ_{2}$	0.2470	3.53
$γ_{3}$	-0.1772	-3.95
$γ_{4}$	0.0854	2.19
$γ_{5}$	-0.0259	-0.88

Estimation Period:
Jul 28, 2006 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts