V-Lab
V-Lab
Antofagasta PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 15th, 2024:29.82% (-0.39%)

Analysis last updated: Wednesday, May 15, 2024 at 08:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Antofagasta PLC EGARCH
paramt-stat
ω0.071322.34
α0.170032.57
β0.9634545.50
γ-0.0024-0.60
Estimation Period:
Jan 1, 1990 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts