V-Lab: Iluka Resources Ltd APARCH Volatility Analysis

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V-Lab

Iluka Resources Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:38.59% (-0.66%)

Analysis last updated: Saturday, April 27, 2024 at 07:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0275	15.28
$α$	0.0429	30.32
$β$	0.9571	637.64
$γ$	0.2109	8.34
$δ$	1.3583	33.65

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts