Daejan Holdings PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7130 | 3.38 | |
| 0.2813 | 5.95 | |
| 0.6735 | 16.25 | |
| -0.0506 | -0.93 | |
| 0.1963 | 2.28 | |
| -0.2432 | -3.54 | |
| 0.0782 | 1.26 | |
| 0.1306 | 1.99 | |
| -0.2474 | -3.73 | |
| 0.2120 | 3.01 | |
| -0.0993 | -1.50 |
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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