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 Wednesday, May 1st, 2024:45.16% (+3.75%)

Analysis last updated: Wednesday, May 1, 2024 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0109	8.01
$α$	0.0502	4.18
$β$	0.9314	59.21
$γ_{1}$	0.0002	0.22

Estimation Period:
May 8, 2008 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts