Reorganized ISA SA MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0936 | 8.61 | |
| 0.5888 | 27.30 | |
| 0.2709 | 12.73 | |
| 2.7025 | 1.25 | |
| 0.6532 | 1.68 | |
| 0.3123 | 0.72 |
Estimation Period:
Apr 18, 2013 to May 18, 2020
Apr 18, 2013 to May 18, 2020
News Impact Curve
Volatility Forecasts
Other Reorganized ISA SA Analyses
Other MF2-GARCH Analyses on Equities