Excelsior Gold Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5855 | 13.82 | |
| 0.1049 | 7.57 | |
| 0.8412 | 108.92 | |
| 0.0381 | 1.80 |
Estimation Period:
Jun 26, 2007 to Sep 21, 2018
Jun 26, 2007 to Sep 21, 2018
News Impact Curve
Volatility Forecasts
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