On Track Innovations Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3353 | 4.10 | |
| 0.1521 | 3.06 | |
| 0.6725 | 9.11 | |
| -0.1499 | -1.20 | |
| 0.5660 | 2.88 | |
| -0.7892 | -4.59 | |
| 0.6103 | 4.46 | |
| -0.3645 | -3.31 | |
| 0.1343 | 1.19 | |
| 0.1716 | 1.36 | |
| -0.3065 | -1.35 |
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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