V-Lab
V-Lab

OZ Minerals Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 8th, 2023:0.71% (-0.02%)

Analysis last updated: Saturday, May 6, 2023 at 11:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OZ Minerals Ltd S0GARCH
paramt-stat
ω1.36844.29
α0.097310.05
β0.892696.31
γ1-0.2768-1.49
γ20.46641.64
γ3-0.4688-2.12
γ40.55262.76
γ5-0.4381-2.72
γ60.27331.71
γ7-0.1550-0.92
γ80.04260.29
γ9-0.3008-2.15
γ100.61845.02
Estimation Period:
Jan 7, 1992 to May 5, 2023
Impact of return on volatility tomorrow
Volatility Forecasts