V-Lab: Mineral Resources Ltd Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Mineral Resources Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:30.03% (-1.40%)

Analysis last updated: Thursday, May 16, 2024 at 07:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1187	18.76
$α$	0.1465	40.08
$β$	0.8252	171.46
$γ$	0.1005	9.62
$δ$	1.0456	22.27

Estimation Period:
Jul 28, 2006 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts