V-Lab: HudBay Minerals Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

HudBay Minerals Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:44.04% (-0.46%)

Analysis last updated: Tuesday, May 7, 2024 at 01:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1885	6.27
$α$	0.0520	7.53
$β$	0.9331	89.50
$γ_{1}$	-0.2351	-5.74
$γ_{2}$	0.3529	5.38
$γ_{3}$	-0.1534	-2.44
$γ_{4}$	0.0943	1.46
$γ_{5}$	-0.1039	-2.04
$γ_{6}$	0.0583	1.89

Estimation Period:
Jan 22, 1998 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts