V-Lab: First Majestic Silver Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

First Majestic Silver Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:52.84% (-1.81%)

Analysis last updated: Friday, April 26, 2024 at 02:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9003	4.88
$α$	0.1129	8.21
$β$	0.7850	31.36
$γ_{1}$	-0.4962	-7.84
$γ_{2}$	0.7891	8.65
$γ_{3}$	-0.3927	-6.73
$γ_{4}$	-0.0461	-0.76
$γ_{5}$	0.3709	5.82
$γ_{6}$	-0.3623	-6.74
$γ_{7}$	0.2396	5.23
$γ_{8}$	-0.1627	-3.39
$γ_{9}$	0.0879	1.72
$γ_{10}$	-0.0291	-0.38

Estimation Period:
Jan 29, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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