V-Lab: Newcrest Mining Ltd Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Newcrest Mining Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, October 27th, 2023:30.20% (+2.57%)

Analysis last updated: Saturday, October 28, 2023 at 01:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0809	15.74
$α$	0.0987	42.56
$β$	0.8900	422.81
$γ$	0.0401	5.65
$δ$	1.9804	38.79

Estimation Period:
Jan 1, 1990 to Oct 20, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts