Contrarian Value Fund Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5754 | 13.67 | |
| 0.4982 | 18.78 | |
| 0.5146 | 15.86 | |
| -0.0430 | -1.43 |
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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