Quanta Capital Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3467 | 5.10 | |
| 0.0628 | 1.59 | |
| 0.4951 | 2.07 | |
| -0.6729 | -0.69 | |
| 0.1708 | 0.13 | |
| -0.6470 | -0.55 | |
| 3.5116 | 2.08 | |
| -4.2353 | -1.40 |
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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