V-Lab
Thompson Creek Metals Co Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 24th, 2016:61.47% (+0.62%)
Analysis last updated: Monday, March 1, 2021 at 08:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 171.9330 | 8.15 | |
| 0.0707 | 66.06 | |
| 0.9990 | 8188.52 | |
| 5 | 29.83 |
Estimation Period:
Jul 22, 1999 to Oct 21, 2016
Jul 22, 1999 to Oct 21, 2016
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