Green Cross Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9461 | 4.23 | |
| 0.1008 | 4.64 | |
| 0.7865 | 18.22 | |
| 0.3154 | 2.03 | |
| -0.4223 | -1.61 | |
| 0.2936 | 1.42 | |
| -0.4388 | -2.90 | |
| 0.4911 | 3.71 | |
| -0.4107 | -3.43 | |
| 0.2719 | 2.30 | |
| -0.2114 | -1.67 | |
| 0.1839 | 1.47 | |
| 0.1758 | 0.68 |
Estimation Period:
Jan 25, 1999 to Nov 1, 2024
Jan 25, 1999 to Nov 1, 2024
News Impact Curve
Volatility Forecasts
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