Newcrest Mining Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0282 | 19.28 | |
| 0.1273 | 36.31 | |
| 0.9875 | 1,320.15 | |
| -0.0084 | -2.59 |
Estimation Period:
Jan 1, 1990 to Nov 3, 2023
Jan 1, 1990 to Nov 3, 2023
News Impact Curve
Volatility Forecasts
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