National Agricultural Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9730 | 4.65 | |
| 0.1275 | 4.55 | |
| 0.7964 | 17.34 | |
| -0.4918 | -0.89 | |
| 0.6793 | 0.80 | |
| 0.1945 | 0.43 | |
| -0.8321 | -2.21 | |
| 0.3759 | 0.97 | |
| 0.4251 | 1.21 | |
| -0.6821 | -2.23 | |
| 0.5746 | 1.95 | |
| -0.5520 | -0.81 |
Estimation Period:
Dec 17, 1999 to Mar 24, 2017
Dec 17, 1999 to Mar 24, 2017
News Impact Curve
Volatility Forecasts
Other National Agricultural Holdings Ltd Analyses
Other Spline-GARCH Analyses on International Equities