V-Lab
Fresnillo PLC GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:46.89% (-1.02%)
Analysis last updated: Saturday, April 20, 2024 at 09:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1514 | 11.77 | |
| 0.0508 | 17.10 | |
| 0.9314 | 241.16 |
Estimation Period:
May 8, 2008 to Apr 19, 2024
May 8, 2008 to Apr 19, 2024