Reorganized ISA SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6720 | 3.17 | |
| 0.2449 | 4.16 | |
| 0.5250 | 6.13 | |
| 1.4534 | 0.94 | |
| -0.8566 | -0.35 | |
| -0.5272 | -0.26 | |
| -2.0062 | -1.11 | |
| 4.3176 | 3.27 | |
| -4.6989 | -3.79 | |
| 4.4381 | 3.26 | |
| -3.1156 | -2.53 |
Estimation Period:
Apr 18, 2013 to May 15, 2020
Apr 18, 2013 to May 15, 2020
News Impact Curve
Volatility Forecasts
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