Penneo APS Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6740 | 3.45 | |
| 0.1697 | 2.83 | |
| 0.4729 | 3.60 | |
| -6.4206 | -1.32 | |
| 6.3740 | 0.82 | |
| 2.9903 | 0.42 | |
| -7.0594 | -1.07 | |
| 7.3392 | 1.47 | |
| -7.2766 | -1.77 | |
| 10.0378 | 2.29 | |
| -12.0259 | -2.78 | |
| 12.9553 | 2.65 | |
| -10.5143 | -2.19 |
Estimation Period:
Jun 15, 2020 to Feb 28, 2025
Jun 15, 2020 to Feb 28, 2025
News Impact Curve
Volatility Forecasts
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