On Track Innovations Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0758 | 12.54 | |
| 0.1808 | 22.75 | |
| 0.9816 | 607.82 | |
| -0.0226 | -4.03 |
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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