V-Lab: Antofagasta PLC Asy. MEM Volatility Analysis

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V-Lab

Antofagasta PLC Asy. MEM Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:33.28% (+5.31%)

Analysis last updated: Wednesday, May 1, 2024 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4572	29.81
$α$	0.4075	36.26
$β$	0.5454	85.37
$γ$	-0.0377	-2.12

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts