V-Lab: Mount Gibson Iron Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Mount Gibson Iron Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:42.36% (-0.23%)

Analysis last updated: Wednesday, May 8, 2024 at 08:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2617	1.94
$α$	0.0162	3.28
$β$	0.9704	470.36
$γ$	0.1242	4.93
$δ$	3.0000	8.61

Estimation Period:
May 22, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts