V-Lab: Iluka Resources Ltd MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Iluka Resources Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:35.58% (-2.04%)

Analysis last updated: Saturday, April 27, 2024 at 07:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1102	14.43
$β$	0.4699	20.82
$γ$	-0.0035	-0.48
$λ_{1}$	0.0293	0.85
$λ_{2}$	0.0370	1.44
$λ_{3}$	0.9577	34.13

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts