V-Lab: Lynas Rare Earths Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Lynas Rare Earths Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:43.14% (-1.48%)

Analysis last updated: Thursday, May 2, 2024 at 03:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4877	5.79
$α$	0.1533	6.57
$β$	0.6986	14.81
$γ_{1}$	-0.2331	-4.11
$γ_{2}$	0.2692	3.17
$γ_{3}$	-0.0123	-0.18
$γ_{4}$	-0.0674	-0.84
$γ_{5}$	0.0834	1.07
$γ_{6}$	-0.0762	-1.20
$γ_{7}$	0.0386	0.68
$γ_{8}$	0.0179	0.44

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

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Volatility Forecasts

Volatility Forecasts