Lynas Rare Earths Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:72.62% (+8.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1563 | 12.18 | |
| 0.0311 | 17.36 | |
| 0.9436 | 658.51 | |
| 0.0452 | 10.48 |
Estimation Period:
Jan 2, 1996 to Jan 30, 2026
Jan 2, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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