Polytec Asset Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0217 | 3.43 | |
| 0.1655 | 4.40 | |
| 0.7576 | 13.55 | |
| -0.4292 | -2.30 | |
| 0.3139 | 1.15 | |
| 0.4741 | 2.97 | |
| -0.6183 | -4.89 | |
| 0.3446 | 3.12 | |
| -0.1004 | -0.82 | |
| 0.2006 | 1.49 | |
| -0.6207 | -4.07 | |
| 1.4515 | 4.07 |
Estimation Period:
Sep 9, 1998 to May 7, 2021
Sep 9, 1998 to May 7, 2021
News Impact Curve
Volatility Forecasts
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