Goldcorp Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0450 | 17.50 | |
| 0.1336 | 27.15 | |
| 0.9812 | 838.65 | |
| -0.0179 | -5.36 |
Estimation Period:
Jan 1, 1990 to Apr 18, 2019
Jan 1, 1990 to Apr 18, 2019
News Impact Curve
Volatility Forecasts
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