V-Lab
First Quantum Minerals Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:85.23% (+12.01%)
Analysis last updated: Saturday, May 4, 2024 at 05:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7044 | 5.16 | |
| 0.0887 | 8.56 | |
| 0.8725 | 55.70 | |
| -0.0400 | -1.58 | |
| 0.0467 | 1.16 | |
| 0.0152 | 0.54 | |
| -0.0384 | -1.79 | |
| 0.0427 | 2.04 | |
| -0.0424 | -2.42 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024
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