Daejan Holdings PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1288 | 20.57 | |
| 0.3839 | 30.15 | |
| 0.9215 | 281.98 | |
| -0.0682 | -7.63 |
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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