V-Lab
V-Lab

Fortuna Silver Mines Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:48.26% (+1.22%)

Analysis last updated: Thursday, March 28, 2024 at 10:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fortuna Silver Mines Inc S0GARCH
paramt-stat
ω1.39375.03
α0.04304.37
β0.914942.07
γ1-0.1757-0.83
γ20.32391.00
γ3-0.2193-1.20
γ40.10210.74
γ5-0.0008-0.01
γ6-0.2019-1.32
γ70.50963.72
γ8-0.6436-5.32
γ90.41624.48
Estimation Period:
Aug 26, 1999 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts