Macrolink Capital Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6362 | 16,362,140.00 | |
| 0.1655 | 1,654,760.00 | |
| 0.7534 | 7,533,970.00 | |
| 15.2456 | 152,455,600.00 | |
| 3.2592 | 32,591,560.00 | |
| -22.6276 | -226,275,700.00 | |
| 0.1636 | 1,635,810.00 | |
| 17.5789 | 175,789,200.00 | |
| 7.1639 | 71,639,080.00 | |
| -15.9573 | -159,573,300.00 | |
| -82.3254 | -823,253,700.00 | |
| 138.2760 | 1,382,760,000.00 |
Estimation Period:
Jan 2, 2007 to Mar 15, 2024
Jan 2, 2007 to Mar 15, 2024
News Impact Curve
Volatility Forecasts
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