Majesco EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 2.64 | |
| 0.1023 | 13.30 | |
| 0.9945 | 216.81 | |
| 0.0006 | 0.06 |
Estimation Period:
Jun 29, 2015 to Sep 18, 2020
Jun 29, 2015 to Sep 18, 2020
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities