New Frontier Health Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2194 | 2.32 | |
| 0.4324 | 1.96 | |
| 0.2844 | 1.68 | |
| 7.4162 | 0.61 | |
| -16.5529 | -0.98 | |
| 41.2125 | 4.57 | |
| -59.0569 | -5.12 | |
| 30.7659 | 2.43 | |
| -8.3089 | -0.78 | |
| -4.2451 | -0.33 | |
| 30.8989 | 1.60 | |
| -27.5255 | -1.13 |
Estimation Period:
Jul 30, 2018 to Jan 21, 2022
Jul 30, 2018 to Jan 21, 2022
News Impact Curve
Volatility Forecasts
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