Milton Corp Ltd/fund Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2911 | 4.71 | |
| 0.1770 | 7.77 | |
| 0.7020 | 19.07 | |
| -0.1003 | -2.00 | |
| 0.1197 | 1.65 | |
| 0.0628 | 1.48 | |
| -0.1761 | -5.04 | |
| 0.1392 | 3.93 | |
| -0.0937 | -2.29 | |
| 0.2370 | 3.02 |
Estimation Period:
Jan 4, 1990 to Sep 17, 2021
Jan 4, 1990 to Sep 17, 2021
News Impact Curve
Volatility Forecasts
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