Daejan Holdings PLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0531 | 20.74 | |
| 0.3026 | 22.57 | |
| 0.7504 | 106.79 | |
| 0.0209 | 0.74 |
Estimation Period:
Jan 1, 1990 to May 1, 2020
Jan 1, 1990 to May 1, 2020
News Impact Curve
Volatility Forecasts
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