V-Lab: Fresnillo PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Fresnillo PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:47.75% (-1.05%)

Analysis last updated: Friday, April 19, 2024 at 07:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0090	7.95
$α$	0.0505	4.18
$β$	0.9311	59.12
$γ_{1}$	0.0002	0.18

Estimation Period:
May 8, 2008 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts