Old Copper Co Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 2.57 | |
| 0.0497 | 30.12 | |
| 0.9982 | 1,672.06 | |
| -0.0452 | -28.05 |
Estimation Period:
Jan 1, 1990 to Feb 1, 2021
Jan 1, 1990 to Feb 1, 2021
News Impact Curve
Volatility Forecasts
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