Pretium Resources Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0534 | 4.09 | |
| 0.0783 | 12.50 | |
| 0.9824 | 265.38 | |
| -0.0602 | -12.10 |
Estimation Period:
Jan 20, 2011 to Mar 4, 2022
Jan 20, 2011 to Mar 4, 2022
News Impact Curve
Volatility Forecasts
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