V-Lab
Turquoise Hill Resources Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 20th, 2022:50.99% (-0.08%)
Analysis last updated: Tuesday, December 20, 2022 at 08:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1386 | 3.72 | |
| 0.0712 | 6.82 | |
| 0.8950 | 56.09 | |
| -0.0959 | -2.99 | |
| 0.1627 | 3.31 | |
| -0.0932 | -1.93 | |
| 0.0016 | 0.03 | |
| 0.0970 | 2.82 | |
| -0.1143 | -4.99 |
Estimation Period:
Jul 9, 1996 to Dec 16, 2022
Jul 9, 1996 to Dec 16, 2022
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