AMVIG Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0668 | 4.96 | |
| 0.1380 | 4.18 | |
| 0.5080 | 4.61 | |
| 1.5115 | 3.71 | |
| -2.2114 | -3.68 | |
| 0.9231 | 2.24 | |
| -0.1105 | -0.29 | |
| -0.4087 | -1.04 | |
| 0.5760 | 1.27 | |
| -0.2247 | -0.50 | |
| -0.6662 | -1.50 | |
| 1.7953 | 3.65 | |
| -3.0086 | -6.42 |
Estimation Period:
Jan 2, 2007 to Apr 9, 2021
Jan 2, 2007 to Apr 9, 2021
News Impact Curve
Volatility Forecasts
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