Fresnillo PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:60.36% (+2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1447 | 11.71 | |
| 0.0408 | 11.87 | |
| 0.9367 | 279.11 | |
| 0.0105 | 1.51 |
Estimation Period:
May 8, 2008 to Jan 30, 2026
May 8, 2008 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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