BSI Steel Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8811 | 5.45 | |
| 0.1555 | 5.13 | |
| 0.6454 | 10.37 | |
| 0.3952 | 1.19 | |
| -0.7105 | -1.29 | |
| 0.4208 | 1.05 | |
| 0.1484 | 0.49 | |
| -0.8737 | -2.39 |
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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