SRG Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0305 | 6.91 | |
| 0.0834 | 23.76 | |
| 0.9925 | 927.55 | |
| -0.0344 | -7.11 |
Estimation Period:
Jan 8, 1990 to Aug 24, 2018
Jan 8, 1990 to Aug 24, 2018
News Impact Curve
Volatility Forecasts
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