Quanta Capital Holdings Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1008 | 4.42 | |
| 0.1497 | 10.38 | |
| 0.9673 | 143.33 | |
| -0.0881 | -5.75 |
Estimation Period:
May 13, 2004 to Oct 10, 2008
May 13, 2004 to Oct 10, 2008
News Impact Curve
Volatility Forecasts
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