AuRico Gold Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1305 | 8.30 | |
| 0.0250 | 8.39 | |
| 0.9503 | 316.44 | |
| 0.0353 | 6.09 |
Estimation Period:
Feb 22, 2000 to Jul 3, 2015
Feb 22, 2000 to Jul 3, 2015
News Impact Curve
Volatility Forecasts
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