Ero Copper Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:79.40% (-2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6414 | 10.50 | |
| 0.0398 | 4.39 | |
| 0.8767 | 92.57 | |
| 0.0434 | 2.66 |
Estimation Period:
Oct 19, 2017 to Feb 6, 2026
Oct 19, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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