V-Lab
Fresnillo PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:44.54% (+4.78%)
Analysis last updated: Wednesday, May 1, 2024 at 07:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0387 | 8.75 | |
| 0.1168 | 20.15 | |
| 0.9841 | 552.23 | |
| -0.0207 | -3.76 |
Estimation Period:
May 8, 2008 to Apr 26, 2024
May 8, 2008 to Apr 26, 2024