Sumatra Copper & Gold PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6969 | 6.34 | |
| 0.1458 | 3.15 | |
| 0.2865 | 1.62 | |
| -1.0442 | -1.23 | |
| 1.6488 | 1.20 | |
| -1.0715 | -1.11 | |
| 1.2786 | 1.64 | |
| -1.0384 | -1.26 | |
| -0.6172 | -0.70 | |
| 2.5725 | 2.62 | |
| -5.3248 | -4.16 |
Estimation Period:
Oct 26, 2009 to Jul 13, 2018
Oct 26, 2009 to Jul 13, 2018
News Impact Curve
Volatility Forecasts
Other Sumatra Copper & Gold PLC Analyses
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