V-Lab
OZ Minerals Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, May 8th, 2023:1.19% (-0.07%)
Analysis last updated: Saturday, May 6, 2023 at 11:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 9.17 | |
| 0.1486 | 28.51 | |
| 1.0000 | 2732.24 | |
| -0.0339 | -13.46 |
Estimation Period:
Jan 7, 1992 to May 5, 2023
Jan 7, 1992 to May 5, 2023
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