V-Lab: First Quantum Minerals Ltd EGARCH Volatility Analysis

V-Lab

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V-Lab

First Quantum Minerals Ltd EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:72.96% (-0.49%)

Analysis last updated: Thursday, April 25, 2024 at 01:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0027	2.03
$α$	0.0185	32.79
$β$	1.0000	3831.42
$γ$	-0.0211	-17.03

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

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Volatility Forecasts

Volatility Forecasts