V-Lab: Fortuna Silver Mines Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Fortuna Silver Mines Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:59.29% (+0.20%)

Analysis last updated: Thursday, May 9, 2024 at 12:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	19.9357	14.13
$α$	0.0527	40.04
$β$	0.9808	636.87
$ν$	4	25.99

Estimation Period:
Aug 26, 1999 to May 3, 2024