On Track Innovations Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1056 | 20.84 | |
| 0.1460 | 25.39 | |
| 0.8280 | 178.14 | |
| -0.1727 | -1.24 |
Estimation Period:
Nov 12, 2002 to Apr 22, 2022
Nov 12, 2002 to Apr 22, 2022
News Impact Curve
Volatility Forecasts
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