V-Lab
Fresnillo PLC EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:46.16% (+0.16%)
Analysis last updated: Thursday, April 18, 2024 at 06:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0390 | 8.82 | |
| 0.1174 | 20.10 | |
| 0.9840 | 550.00 | |
| -0.0204 | -3.68 |
Estimation Period:
May 8, 2008 to Apr 12, 2024
May 8, 2008 to Apr 12, 2024