South Shore Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7184 | 4.90 | |
| 0.2656 | 3.43 | |
| 0.5666 | 6.01 | |
| -0.3064 | -0.43 | |
| 0.0096 | 0.01 | |
| 0.8221 | 0.66 | |
| -1.5000 | -1.29 | |
| 1.9272 | 2.17 | |
| -1.6082 | -2.44 | |
| 1.8248 | 2.76 | |
| -2.1805 | -2.03 | |
| 1.1884 | 0.90 | |
| -0.1603 | -0.17 |
Estimation Period:
Jan 2, 2007 to Jun 30, 2021
Jan 2, 2007 to Jun 30, 2021
News Impact Curve
Volatility Forecasts
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