PM Capital Asian Opportunities Fund Limited EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0536 | 13.36 | |
| 0.4559 | 45.63 | |
| 0.9862 | 475.52 | |
| -0.0334 | -3.72 |
Estimation Period:
May 22, 2014 to Aug 5, 2022
May 22, 2014 to Aug 5, 2022
News Impact Curve
Volatility Forecasts
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