Pendal Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6750 | 4.58 | |
| 0.1740 | 2.93 | |
| 0.5028 | 2.88 | |
| 8.8466 | 1.10 | |
| -22.8409 | -1.85 | |
| 27.0297 | 3.51 | |
| -26.6025 | -3.32 | |
| 24.2615 | 2.41 | |
| -9.2467 | -0.82 | |
| -9.1882 | -0.78 | |
| 10.5838 | 1.10 | |
| -2.4000 | -0.40 |
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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