V-Lab: First Majestic Silver Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

First Majestic Silver Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:46.71% (-1.11%)

Analysis last updated: Saturday, May 4, 2024 at 05:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9420	5.08
$α$	0.1132	8.24
$β$	0.7840	31.19
$γ_{1}$	-0.4733	-7.55
$γ_{2}$	0.7559	8.32
$γ_{3}$	-0.3816	-6.57
$γ_{4}$	-0.0401	-0.67
$γ_{5}$	0.3547	5.60
$γ_{6}$	-0.3447	-6.45
$γ_{7}$	0.2252	4.94
$γ_{8}$	-0.1530	-3.22
$γ_{9}$	0.0832	1.82
$γ_{10}$	-0.0333	-0.95

Estimation Period:
Jan 29, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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