Otaq PLC MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.2460 | 1.42 | |
| 0.2411 | 0.89 | |
| -0.2460 | -1.42 | |
| 10.0000 | 0.04 | |
| 0.6782 | 0.08 | |
| 0.3218 | 0.03 |
Estimation Period:
Nov 26, 2018 to Nov 4, 2022
Nov 26, 2018 to Nov 4, 2022
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities