Fresnillo Plc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:90.17% (+3.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0368 | 12.63 | |
| 0.1180 | 24.20 | |
| 0.9872 | 903.99 | |
| -0.0228 | -5.52 |
Estimation Period:
May 14, 2008 to Feb 6, 2026
May 14, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities