Somers Group Holdings Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0405 | 5.03 | |
| 0.3905 | 24.64 | |
| 0.9999 | 944.17 | |
| -0.0997 | -4.06 |
Estimation Period:
Mar 28, 2019 to Jun 25, 2021
Mar 28, 2019 to Jun 25, 2021
News Impact Curve
Volatility Forecasts
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