V-Lab
Turquoise Hill Resources Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 20th, 2022:19.85% (-0.30%)
Analysis last updated: Tuesday, December 20, 2022 at 08:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.8983 | 3.60 | |
| 0.0739 | 45.00 | |
| 0.9909 | 396.99 | |
| 4 | 20.61 |
Estimation Period:
Jul 9, 1996 to Dec 16, 2022
Jul 9, 1996 to Dec 16, 2022
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