Fantastic Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0059 | 5.02 | |
| 0.2871 | 7.06 | |
| 0.4735 | 6.77 | |
| 0.1929 | 0.95 | |
| -0.0938 | -0.31 | |
| -0.0949 | -0.50 | |
| 0.1301 | 0.83 | |
| -0.4605 | -2.46 | |
| 0.5562 | 2.48 | |
| -0.2211 | -0.81 | |
| -0.0753 | -0.30 |
Estimation Period:
Sep 22, 1999 to Dec 9, 2016
Sep 22, 1999 to Dec 9, 2016
News Impact Curve
Volatility Forecasts
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