Majesco Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9393 | 3.25 | |
| 0.2229 | 3.93 | |
| 0.2957 | 2.77 | |
| 1.1135 | 1.16 | |
| -0.7964 | -0.58 | |
| -0.3175 | -0.42 | |
| -0.4161 | -0.69 | |
| 3.0116 | 2.92 |
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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