V-Lab: Fortuna Silver Mines Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Fortuna Silver Mines Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:55.28% (-0.34%)

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
$ω$	1.5176	7.27
$α$	0.0422	5.34
$β$	0.9395	84.22
$γ_{1}$	0.0048	2.15

Estimation Period:
Aug 26, 1999 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts