Lohia Securities Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 59.0989 | 3.73 | |
| 0.7625 | 490.34 | |
| 0.2362 | 188.62 | |
| 1.7430 | 3.32 | |
| -2.4823 | -3.44 | |
| 0.7253 | 1.20 | |
| 0.6982 | 0.88 | |
| -0.6959 | -0.81 | |
| -0.9271 | -1.14 | |
| 1.7870 | 2.01 | |
| 0.0561 | 0.04 | |
| -32.3051 | -18.86 | |
| 61.4513 | 48.26 |
Estimation Period:
May 6, 2008 to Jan 5, 2024
May 6, 2008 to Jan 5, 2024
News Impact Curve
Volatility Forecasts
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