Huntsworth Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7303 | 22.22 | |
| 0.4066 | 39.16 | |
| 0.7038 | 49.93 | |
| -0.0126 | -1.39 |
Estimation Period:
Jan 1, 1990 to Apr 24, 2020
Jan 1, 1990 to Apr 24, 2020
News Impact Curve
Volatility Forecasts
Other Huntsworth Ltd Analyses
Other EGARCH Analyses on International Equities