Majorel Group Luxembourg Sa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8665 | 5.30 | |
| 0.1181 | 1.77 | |
| 0.3575 | 1.40 | |
| -14.9926 | -1.07 | |
| 21.4017 | 0.93 | |
| -12.5065 | -0.73 | |
| 13.3266 | 1.02 | |
| -26.9243 | -1.46 | |
| 61.8005 | 2.25 | |
| -120.1495 | -2.93 | |
| 144.9546 | 3.41 | |
| -80.5933 | -3.05 |
Estimation Period:
Sep 24, 2021 to Dec 8, 2023
Sep 24, 2021 to Dec 8, 2023
News Impact Curve
Volatility Forecasts
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