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

V-Lab

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V-Lab

First Majestic Silver Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:51.98% (-0.75%)

Analysis last updated: Thursday, May 16, 2024 at 12:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9068	4.92
$α$	0.1145	8.27
$β$	0.7811	30.76
$γ_{1}$	-0.4925	-7.86
$γ_{2}$	0.7857	8.68
$γ_{3}$	-0.3966	-6.87
$γ_{4}$	-0.0375	-0.63
$γ_{5}$	0.3635	5.75
$γ_{6}$	-0.3601	-6.73
$γ_{7}$	0.2412	5.30
$γ_{8}$	-0.1664	-3.47
$γ_{9}$	0.0938	1.84
$γ_{10}$	-0.0417	-0.55

Estimation Period:
Jan 29, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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