Artemis Alpha Trust PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2935 | 4.94 | |
| 0.1294 | 7.69 | |
| 0.7448 | 21.87 | |
| -0.3641 | -3.17 | |
| 0.2830 | 1.80 | |
| 0.2541 | 2.70 | |
| -0.3170 | -3.12 | |
| 0.3421 | 3.08 | |
| -0.4063 | -3.10 | |
| 0.3099 | 1.67 |
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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