Illovo Sugar Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0030 | 2.42 | |
| 0.0250 | 20.98 | |
| 0.9998 | 2,499.53 | |
| -0.0096 | -4.22 |
Estimation Period:
May 14, 1993 to Jun 17, 2016
May 14, 1993 to Jun 17, 2016
News Impact Curve
Volatility Forecasts
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