Pretium Resources Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5248 | 6.59 | |
| 0.0032 | 1.50 | |
| 0.9292 | 147.40 | |
| 0.0667 | 7.22 |
Estimation Period:
Dec 21, 2010 to Mar 11, 2022
Dec 21, 2010 to Mar 11, 2022
News Impact Curve
Volatility Forecasts
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