Octane All-Cap Value Energy EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0980 | 5.34 | |
| -0.3507 | -8.34 | |
| 0.8145 | 28.26 | |
| -0.0227 | -0.85 |
Estimation Period:
Aug 1, 2024 to Feb 14, 2025
Aug 1, 2024 to Feb 14, 2025
News Impact Curve
Volatility Forecasts
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