Tivoly EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1440 | 15.69 | |
| 0.1600 | 18.87 | |
| 0.9113 | 139.26 | |
| 0.0114 | 1.49 |
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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