Majesco Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9076 | 3.51 | |
| 0.2335 | 4.08 | |
| 0.1083 | 1.02 | |
| 1.3044 | 0.61 | |
| -0.9007 | -0.29 | |
| 0.4966 | 0.22 | |
| -1.6364 | -0.75 | |
| 1.8511 | 0.70 | |
| -3.4575 | -1.47 | |
| 6.1317 | 2.74 | |
| -6.0749 | -2.86 |
Estimation Period:
Jun 29, 2015 to Sep 18, 2020
Jun 29, 2015 to Sep 18, 2020
News Impact Curve
Volatility Forecasts
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