Reorganized ISA SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1447 | 10.63 | |
| 0.3716 | 27.44 | |
| 0.9605 | 270.18 | |
| -0.0857 | -7.09 |
Estimation Period:
Apr 18, 2013 to May 15, 2020
Apr 18, 2013 to May 15, 2020
News Impact Curve
Volatility Forecasts
Other Reorganized ISA SA Analyses
Other EGARCH Analyses on Equities