Old Copper Co Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4257 | 9.71 | |
| 0.1015 | 6.35 | |
| 0.7823 | 23.61 | |
| -0.0681 | -3.77 | |
| 0.1634 | 6.07 | |
| -0.2150 | -10.95 | |
| 0.2154 | 11.43 | |
| -0.1352 | -6.71 | |
| 0.0309 | 1.14 | |
| 0.1346 | 2.97 |
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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