V-Lab: Agnico Eagle Mines Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Agnico Eagle Mines Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:30.01% (+0.18%)

Analysis last updated: Tuesday, May 7, 2024 at 01:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.8547	4.94
$α$	0.0426	36.82
$β$	0.9937	770.94
$ν$	6	7.87

Estimation Period:
Jan 1, 1990 to May 3, 2024