V-Lab: Freeport-McMoRan Inc GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Freeport-McMoRan Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:38.56% (-1.31%)

Analysis last updated: Tuesday, May 7, 2024 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	10.4423	4.50
$α$	0.0554	30.91
$β$	0.9932	637.50
$ν$	6	6.91

Estimation Period:
Jul 10, 1995 to May 3, 2024