Turquoise Hill Resources Ltd. Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6971 | 3.33 | |
| 0.1141 | 6.02 | |
| 0.7917 | 28.52 | |
| 0.5323 | 2.60 | |
| -0.6436 | -1.91 | |
| -0.0386 | -0.12 | |
| 0.3332 | 1.31 | |
| -0.3296 | -1.62 | |
| 0.1519 | 0.84 | |
| 0.2892 | 1.46 | |
| -0.4926 | -1.50 | |
| -0.2235 | -0.49 |
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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