Dacian Gold Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7167 | 7.17 | |
| 0.0756 | 2.99 | |
| 0.4389 | 1.94 | |
| -1.6576 | -3.85 | |
| 2.0426 | 3.14 | |
| -0.4888 | -1.11 | |
| 0.0075 | 0.02 | |
| 1.4759 | 3.26 | |
| -3.4641 | -4.99 | |
| 3.6985 | 4.38 | |
| -2.2959 | -2.56 | |
| 0.7287 | 0.92 |
Estimation Period:
Nov 14, 2012 to Nov 17, 2023
Nov 14, 2012 to Nov 17, 2023
News Impact Curve
Volatility Forecasts
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