V-Lab: Fortuna Silver Mines Inc AGARCH Volatility Analysis

V-Lab

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V-Lab

Fortuna Silver Mines Inc AGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:53.50% (-1.60%)

Analysis last updated: Thursday, April 18, 2024 at 12:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6229	15.15
$α$	0.0819	39.46
$β$	0.8803	405.47
$γ$	1.2180	10.75

Estimation Period:
Aug 26, 1999 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts