Homeserve Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0356 | 8.25 | |
| 0.1154 | 30.74 | |
| 0.9809 | 634.46 | |
| -0.0535 | -11.63 |
Estimation Period:
Nov 26, 1991 to Dec 30, 2022
Nov 26, 1991 to Dec 30, 2022
News Impact Curve
Volatility Forecasts
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