Old Copper Co Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4965 | 7.26 | |
| 0.0641 | 6.83 | |
| 0.8913 | 48.72 | |
| -0.0194 | -0.34 | |
| 0.0079 | 0.09 | |
| 0.1472 | 2.34 | |
| -0.3400 | -5.81 | |
| 0.2959 | 4.93 | |
| -0.0683 | -1.12 | |
| 0.0012 | 0.02 | |
| -0.1349 | -1.79 | |
| 0.2653 | 3.25 | |
| -0.2503 | -4.33 |
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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