AuRico Gold Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7690 | 3.78 | |
| 0.0536 | 5.01 | |
| 0.9102 | 47.24 | |
| -0.4675 | -2.99 | |
| 0.5921 | 2.70 | |
| -0.0038 | -0.03 | |
| -0.2748 | -2.38 | |
| 0.2428 | 2.12 | |
| -0.1107 | -1.45 |
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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