Majorel Group Luxembourg Sa Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8651 | 5.44 | |
| 0.1042 | 1.69 | |
| 0.3553 | 1.35 | |
| -15.4810 | -1.13 | |
| 22.4624 | 1.00 | |
| -13.6884 | -0.82 | |
| 14.5312 | 1.13 | |
| -27.6605 | -1.51 | |
| 60.8671 | 2.16 | |
| -115.0591 | -2.67 | |
| 128.6522 | 2.78 | |
| -35.1023 | -0.99 |
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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