Contrarian Value Fund Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1650 | 7.72 | |
| 0.3015 | 3.63 | |
| 0.3537 | 3.27 | |
| 0.0183 | 1.26 |
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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