Artemis Alpha Trust PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0306 | 14.32 | |
| 0.1601 | 22.14 | |
| 0.9744 | 510.16 | |
| -0.0413 | -6.91 |
Estimation Period:
Jan 2, 2007 to Nov 29, 2024
Jan 2, 2007 to Nov 29, 2024
News Impact Curve
Volatility Forecasts
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