Folkestone Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0841 | 5.76 | |
| 0.1852 | 23.21 | |
| 0.9758 | 222.69 | |
| -0.0525 | -4.52 |
Estimation Period:
Jun 14, 2000 to Oct 19, 2018
Jun 14, 2000 to Oct 19, 2018
News Impact Curve
Volatility Forecasts
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