V-Lab: Fresnillo PLC GAS-GARCH Student T Volatility Analysis

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V-Lab

Fresnillo PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:38.32% (+1.98%)

Analysis last updated: Saturday, May 18, 2024 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.9262	5.37
$α$	0.0476	22.17
$β$	0.9843	308.55
$ν$	6	4.02

Estimation Period:
May 8, 2008 to May 17, 2024