Otaq PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0444 | 1.42 | |
| 0.1370 | 6.36 | |
| 1.0000 | 108.25 | |
| -0.0026 | -0.12 |
Estimation Period:
Nov 26, 2018 to Nov 4, 2022
Nov 26, 2018 to Nov 4, 2022
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities