Contrarian Value Fund Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5436 | 20.26 | |
| 0.3459 | 16.58 | |
| 0.1986 | 9.59 | |
| 0.2147 | 2.16 |
Estimation Period:
Jan 7, 2015 to Jan 8, 2021
Jan 7, 2015 to Jan 8, 2021
News Impact Curve
Volatility Forecasts
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