Contrarian Value Fund Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0464 | 5.06 | |
| 0.3252 | 3.26 | |
| 0.3440 | 3.48 | |
| -0.0610 | -0.81 |
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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