V-Lab: First Majestic Silver Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

First Majestic Silver Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:55.30% (-3.09%)

Analysis last updated: Thursday, April 25, 2024 at 01:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9384	5.07
$α$	0.1120	8.18
$β$	0.7860	31.40
$γ_{1}$	-0.4744	-7.54
$γ_{2}$	0.7565	8.31
$γ_{3}$	-0.3787	-6.50
$γ_{4}$	-0.0453	-0.75
$γ_{5}$	0.3594	5.66
$γ_{6}$	-0.3469	-6.49
$γ_{7}$	0.2259	4.95
$γ_{8}$	-0.1535	-3.23
$γ_{9}$	0.0848	1.85
$γ_{10}$	-0.0356	-1.02

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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