V-Lab: Capstone Copper Corp MF2-GARCH Volatility Analysis

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V-Lab

Capstone Copper Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:46.36% (+5.15%)

Analysis last updated: Friday, April 26, 2024 at 02:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0542	17.49
$β$	0.8640	128.67
$γ$	0.0391	8.54
$λ_{1}$	0.0195	2.10
$λ_{2}$	0.0280	6.28
$λ_{3}$	0.9720	217.30

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts