Hudson Ltd. EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0510 | 5.94 | |
| 0.3879 | 23.88 | |
| 0.9874 | 445.17 | |
| -0.1514 | -18.73 |
Estimation Period:
Feb 1, 2018 to Nov 27, 2020
Feb 1, 2018 to Nov 27, 2020
News Impact Curve
Volatility Forecasts
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