V-Lab
V-Lab
OZ Minerals Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, May 8th, 2023:0.94% (-0.03%)

Analysis last updated: Saturday, May 6, 2023 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OZ Minerals Ltd GARCH
paramt-stat
ω0.00000.01
α0.066638.88
β0.9334553.59
Estimation Period:
Jan 7, 1992 to May 5, 2023
Impact of return on volatility tomorrow
Volatility Forecasts