Pensana Metals Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2479 | 6.30 | |
| 0.2227 | 5.77 | |
| 0.1120 | 1.28 | |
| -1.8141 | -2.33 | |
| 2.6329 | 2.16 | |
| -0.1180 | -0.13 | |
| -1.3589 | -1.35 | |
| 0.8206 | 1.00 | |
| -0.8352 | -1.43 | |
| 1.7376 | 3.13 | |
| -1.6496 | -2.91 | |
| 0.7776 | 1.62 | |
| -0.2732 | -0.92 |
Estimation Period:
Dec 21, 2007 to Feb 19, 2021
Dec 21, 2007 to Feb 19, 2021
News Impact Curve
Volatility Forecasts
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