Turquoise Hill Resources Ltd. MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0517 | 8.65 | |
| 0.8466 | 120.49 | |
| 0.0739 | 10.03 | |
| 0.2512 | 2.09 | |
| 0.0712 | 2.84 | |
| 0.9133 | 27.40 |
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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