Victory City International Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8134 | 6.27 | |
| 0.1444 | 4.64 | |
| 0.6378 | 8.54 | |
| 1.2847 | 3.81 | |
| -2.5835 | -4.30 | |
| 1.9078 | 3.34 | |
| -0.5383 | -1.11 | |
| -0.3622 | -0.78 | |
| 0.8619 | 1.66 | |
| -1.1407 | -1.89 | |
| 0.7602 | 1.16 | |
| 0.2054 | 0.31 | |
| -0.7831 | -1.72 |
Estimation Period:
Jan 2, 2007 to Mar 19, 2021
Jan 2, 2007 to Mar 19, 2021
News Impact Curve
Volatility Forecasts
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