Thompson Creek Metals Co Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2305 | 4.03 | |
| 0.1457 | 4.09 | |
| 0.7397 | 15.04 | |
| -0.6662 | -1.88 | |
| 0.8187 | 1.65 | |
| -0.4167 | -0.87 | |
| 0.5105 | 0.95 | |
| -0.1941 | -0.44 | |
| -0.3226 | -1.07 | |
| 0.8545 | 3.18 | |
| -1.2380 | -4.12 | |
| 1.5187 | 3.76 | |
| -2.1598 | -3.94 |
Estimation Period:
Jul 22, 1999 to Oct 21, 2016
Jul 22, 1999 to Oct 21, 2016
News Impact Curve
Volatility Forecasts
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