V-Lab
Thompson Creek Metals Co Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, October 24th, 2016:59.95% (-0.26%)
Analysis last updated: Monday, March 1, 2021 at 08:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 4.58 | |
| 0.1538 | 23.34 | |
| 1.0000 | 1492.54 | |
| -0.0282 | -4.06 |
Estimation Period:
Jul 22, 1999 to Oct 21, 2016
Jul 22, 1999 to Oct 21, 2016
News Impact Curve
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