V-Lab: Mineral Resources Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Mineral Resources Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:38.74% (-3.06%)

Analysis last updated: Wednesday, May 1, 2024 at 03:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1195	18.80
$α$	0.1475	40.10
$β$	0.8239	169.82
$γ$	0.0984	9.43
$δ$	1.0418	22.24

Estimation Period:
Jul 28, 2006 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts