V-Lab: Capstone Copper Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Capstone Copper Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:42.39% (-0.77%)

Analysis last updated: Thursday, April 25, 2024 at 01:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2933	4.20
$α$	0.0612	5.90
$β$	0.9124	65.33
$γ_{1}$	-0.0032	-0.07
$γ_{2}$	0.0211	0.32
$γ_{3}$	-0.0875	-2.26
$γ_{4}$	0.1176	3.95
$γ_{5}$	-0.0341	-1.10
$γ_{6}$	-0.0288	-1.05
$γ_{7}$	0.0195	1.10

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts