Greenthesis SPA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2565 | 19.94 | |
| 0.3733 | 25.61 | |
| 0.8736 | 131.78 | |
| 0.0450 | 4.44 |
Estimation Period:
Nov 11, 1999 to Sep 20, 2024
Nov 11, 1999 to Sep 20, 2024
News Impact Curve
Volatility Forecasts
Other Greenthesis SPA Analyses
Other EGARCH Analyses on International Equities