Altus Strategies PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3487 | 7.52 | |
| 0.2748 | 14.10 | |
| 0.8895 | 53.55 | |
| -0.0571 | -3.76 |
Estimation Period:
Aug 10, 2017 to Aug 12, 2022
Aug 10, 2017 to Aug 12, 2022
News Impact Curve
Volatility Forecasts
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