V-Lab: Fresnillo PLC GJR-GARCH Volatility Analysis

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V-Lab

Fresnillo PLC GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:44.84% (-0.83%)

Analysis last updated: Saturday, April 20, 2024 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1392	10.66
$α$	0.0395	11.70
$β$	0.9352	267.42
$γ$	0.0175	2.35

Estimation Period:
May 8, 2008 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts