V-Lab: Lynas Rare Earths Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Lynas Rare Earths Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:47.35% (+0.41%)

Analysis last updated: Saturday, April 20, 2024 at 08:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5741	11.10
$α$	0.0910	34.68
$β$	0.8897	369.47
$γ$	0.0273	3.05
$δ$	2.3537	46.10

Estimation Period:
Jan 2, 1996 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts