Turquoise Hill Resources Ltd. EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0317 | 5.64 | |
| 0.1021 | 26.27 | |
| 0.9913 | 674.80 | |
| -0.0309 | -5.59 |
Estimation Period:
Nov 18, 2003 to Dec 9, 2022
Nov 18, 2003 to Dec 9, 2022
News Impact Curve
Volatility Forecasts
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