Capevin Holdings Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3841 | 13.33 | |
| 0.1017 | 9.00 | |
| 0.6817 | 44.23 | |
| 0.1417 | 4.13 |
Estimation Period:
Aug 7, 2012 to May 25, 2018
Aug 7, 2012 to May 25, 2018
News Impact Curve
Volatility Forecasts
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