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 18th, 2024:42.54% (-0.76%)

Analysis last updated: Thursday, April 18, 2024 at 12:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2871	4.16
$α$	0.0618	5.94
$β$	0.9118	65.37
$γ_{1}$	-0.0038	-0.09
$γ_{2}$	0.0215	0.33
$γ_{3}$	-0.0872	-2.25
$γ_{4}$	0.1175	3.94
$γ_{5}$	-0.0341	-1.10
$γ_{6}$	-0.0282	-1.02
$γ_{7}$	0.0186	1.04

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts