ECMOHO Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7860 | 3.72 | |
| 0.4070 | 2.32 | |
| 0.0157 | 0.67 | |
| 9.4095 | 0.76 | |
| -38.2689 | -1.82 | |
| 69.3985 | 3.46 | |
| -79.5917 | -3.27 | |
| 66.9650 | 2.45 | |
| -45.6409 | -2.10 | |
| 38.1496 | 2.17 | |
| -42.5581 | -2.46 | |
| 48.7306 | 2.60 |
Estimation Period:
Nov 8, 2019 to Sep 16, 2022
Nov 8, 2019 to Sep 16, 2022
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Depositary Receipts