V-Lab
Thompson Creek Metals Co Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, October 24th, 2016:47.72% (-3.51%)
Analysis last updated: Saturday, October 22, 2016 at 02:52 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1269 | 3.07 | |
| 0.1616 | 33.62 | |
| 0.8541 | 294.31 | |
| 1.2480 | 11.13 |
Estimation Period:
Jul 22, 1999 to Oct 21, 2016
Jul 22, 1999 to Oct 21, 2016
News Impact Curve
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