V-Lab: First Quantum Minerals Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

First Quantum Minerals Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:62.87% (-1.30%)

Analysis last updated: Thursday, May 9, 2024 at 12:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1568	9.74
$α$	0.0435	19.70
$β$	0.9472	627.68
$γ$	0.1808	9.37
$δ$	2.2319	35.35

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts