V-Lab: Agnico Eagle Mines Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Agnico Eagle Mines Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:31.45% (+1.91%)

Analysis last updated: Wednesday, May 1, 2024 at 01:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.7316	4.93
$α$	0.0426	36.23
$β$	0.9936	747.63
$ν$	6	7.72

Estimation Period:
Jan 1, 1990 to Apr 19, 2024