Massmart Holdings Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 5.49 | |
| 0.0691 | 23.40 | |
| 0.9936 | 1,145.97 | |
| -0.0307 | -10.03 |
Estimation Period:
Jul 4, 2000 to Nov 18, 2022
Jul 4, 2000 to Nov 18, 2022
News Impact Curve
Volatility Forecasts
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