Lohia Securities Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 73.6273 | 2.76 | |
| 0.7495 | 153.75 | |
| 0.2495 | 45.73 | |
| 1.8311 | 3.30 | |
| -2.6081 | -3.45 | |
| 0.7881 | 1.29 | |
| 0.6416 | 0.81 | |
| -0.5953 | -0.69 | |
| -1.1634 | -1.41 | |
| 2.3871 | 2.55 | |
| -1.7412 | -1.41 | |
| 3.0757 | 1.33 | |
| -147.8034 | -35.04 |
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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