Mineral Commodities Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:3.31% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0511 | 9.01 | |
| 0.1713 | 33.22 | |
| 0.9927 | 801.21 | |
| -0.0782 | -11.23 |
Estimation Period:
Jan 3, 1990 to May 30, 2025
Jan 3, 1990 to May 30, 2025
News Impact Curve
Volatility Forecasts
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