Tivoly AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2836 | 17.40 | |
| 0.0745 | 22.73 | |
| 0.8438 | 132.28 | |
| -0.1243 | -1.31 |
Estimation Period:
Jan 1, 1990 to Nov 19, 2021
Jan 1, 1990 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
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