Goldcorp Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1018 | 6.76 | |
| 0.0581 | 6.79 | |
| 0.9251 | 84.62 | |
| 0.0013 | 0.23 | |
| -0.0022 | -0.26 | |
| 0.0011 | 0.12 |
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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