On Track Innovations Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3496 | 4.15 | |
| 0.1522 | 3.03 | |
| 0.6715 | 8.94 | |
| -0.1385 | -1.12 | |
| 0.5474 | 2.79 | |
| -0.7760 | -4.50 | |
| 0.5991 | 4.37 | |
| -0.3543 | -3.22 | |
| 0.1231 | 1.11 | |
| 0.1892 | 1.76 | |
| -0.3473 | -4.22 |
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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