V-Lab: Lynas Rare Earths Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Lynas Rare Earths Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:48.28% (+3.47%)

Analysis last updated: Saturday, April 27, 2024 at 07:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	28.3393	5.80
$α$	0.0799	31.38
$β$	0.9806	309.03
$ν$	4	12.49

Estimation Period:
Jan 2, 1996 to Apr 26, 2024