Efficient Group Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1376 | 9.22 | |
| 0.2140 | 20.30 | |
| 0.9738 | 313.62 | |
| -0.0482 | -3.01 |
Estimation Period:
Apr 20, 2009 to Jun 5, 2020
Apr 20, 2009 to Jun 5, 2020
News Impact Curve
Volatility Forecasts
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