Comair Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2562 | 20.87 | |
| 0.2355 | 30.13 | |
| 0.9126 | 195.17 | |
| -0.0431 | -4.36 |
Estimation Period:
Jul 22, 1998 to Apr 30, 2020
Jul 22, 1998 to Apr 30, 2020
News Impact Curve
Volatility Forecasts
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