V-Lab: First Majestic Silver Corp EGARCH Volatility Analysis

V-Lab

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V-Lab

First Majestic Silver Corp EGARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:61.14% (-0.84%)

Analysis last updated: Wednesday, April 24, 2024 at 12:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0093	2.15
$α$	0.0692	29.22
$β$	1.0000	1453.49
$γ$	-0.0478	-11.65

Estimation Period:
Jan 29, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts