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

V-Lab

| |

V-Lab

Lynas Rare Earths Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:34.09% (+4.49%)

Analysis last updated: Saturday, April 27, 2024 at 07:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4755	5.86
$α$	0.1588	6.60
$β$	0.6770	14.07
$γ_{1}$	-0.2415	-4.37
$γ_{2}$	0.2805	3.40
$γ_{3}$	-0.0134	-0.20
$γ_{4}$	-0.0753	-0.95
$γ_{5}$	0.0986	1.27
$γ_{6}$	-0.1013	-1.54
$γ_{7}$	0.0893	1.32
$γ_{8}$	-0.1113	-1.31

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts