Lynas Rare Earths Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
67.49%
decreased by 1.54%
1 Week
67.88%
decreased by 1.15%
1 Month
69.38%
increased by 0.35%
Analysis last updated: Thursday, May 21, 2026 at 05:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1532 | 12.03 | |
| 0.0303 | 17.33 | |
| 0.9446 | 669.48 | |
| 0.0448 | 10.57 |
Estimation Period:
Jan 2, 1996 to May 15, 2026
Jan 2, 1996 to May 15, 2026
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