Modaraba Al Mali EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0081 | 2.90 | |
| 0.0263 | 23.94 | |
| 0.9993 | 2,139.93 | |
| -0.0237 | -8.81 |
Estimation Period:
Aug 5, 1996 to May 31, 2024
Aug 5, 1996 to May 31, 2024
News Impact Curve
Volatility Forecasts
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