V-Lab: Antofagasta PLC APARCH Volatility Analysis

V-Lab

| |

V-Lab

Antofagasta PLC APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:36.84% (+0.34%)

Analysis last updated: Friday, May 3, 2024 at 03:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0726	19.26
$α$	0.0973	30.13
$β$	0.8980	243.15
$γ$	0.0074	0.41
$δ$	1.0420	37.37

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts