Daejan Holdings PLC MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2578 | 18.22 | |
| 0.5759 | 34.49 | |
| 0.0665 | 3.02 | |
| 0.0015 | 1.84 | |
| 0.0142 | 7.98 | |
| 0.9858 | 476.48 |
Estimation Period:
Jan 1, 1990 to May 6, 2020
Jan 1, 1990 to May 6, 2020
News Impact Curve
Volatility Forecasts
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