BSI Steel Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6506 | 2.83 | |
| 0.1672 | 5.54 | |
| 0.5895 | 8.00 | |
| -1.4113 | -1.27 | |
| 2.7145 | 1.76 | |
| -2.4162 | -2.38 | |
| 1.3611 | 1.33 | |
| -0.0018 | -0.00 | |
| -0.1305 | -0.16 | |
| -0.3182 | -0.36 | |
| 0.1621 | 0.23 |
Estimation Period:
Oct 24, 2007 to Feb 16, 2018
Oct 24, 2007 to Feb 16, 2018
News Impact Curve
Volatility Forecasts
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