Pendal Group Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4187 | 9.78 | |
| 0.4690 | 21.76 | |
| 0.8343 | 45.99 | |
| 0.0129 | 0.51 |
Estimation Period:
Sep 16, 2019 to Jan 20, 2023
Sep 16, 2019 to Jan 20, 2023
News Impact Curve
Volatility Forecasts
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