Craven House Capital PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4418 | 4.15 | |
| 0.1642 | 7.19 | |
| 0.9028 | 35.54 | |
| -0.0071 | -0.28 |
Estimation Period:
Aug 4, 2016 to May 30, 2025
Aug 4, 2016 to May 30, 2025
News Impact Curve
Volatility Forecasts
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