OneMarket Limited EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7772 | 4.02 | |
| 0.3062 | 7.77 | |
| 0.6070 | 6.30 | |
| -0.0066 | -0.13 |
Estimation Period:
May 31, 2018 to Nov 29, 2019
May 31, 2018 to Nov 29, 2019
News Impact Curve
Volatility Forecasts
Other OneMarket Limited Analyses
Other EGARCH Analyses on International Equities