Illovo Sugar Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4985 | 5.49 | |
| 0.1443 | 6.27 | |
| 0.4296 | 4.95 | |
| 0.3737 | 5.09 | |
| -0.5247 | -4.94 | |
| 0.1844 | 2.78 | |
| 0.0266 | 0.48 | |
| -0.0780 | -1.54 | |
| -0.0954 | -1.80 | |
| 0.2766 | 4.65 | |
| -0.1013 | -1.05 |
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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