Otaq PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7579 | 1.54 | |
| 0.0000 | 0.00 | |
| 1.0000 | 25.16 | |
| -42.5854 | -1.06 | |
| 57.4867 | 1.01 | |
| -21.1096 | -0.70 | |
| 17.6530 | 0.67 | |
| -29.6502 | -1.17 | |
| 54.5058 | 2.62 | |
| -62.4215 | -1.92 |
Estimation Period:
Nov 26, 2018 to Nov 4, 2022
Nov 26, 2018 to Nov 4, 2022
News Impact Curve
Volatility Forecasts
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