Old Copper Co Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 3.66 | |
| 0.0020 | 2.62 | |
| 0.9775 | 1,179.13 | |
| 0.0398 | 17.55 |
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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