Fresnillo PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:56.70% (-2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0398 | 10.07 | |
| 0.1133 | 20.75 | |
| 0.9836 | 590.42 | |
| -0.0156 | -3.04 |
Estimation Period:
May 8, 2008 to Feb 20, 2026
May 8, 2008 to Feb 20, 2026
News Impact Curve
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