PM Capital Asian Opportunities Fund Limited GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.6193 | 6,192,940.00 | |
| 0.4164 | 4,163,810.00 | |
| -0.0714 | -713,500.00 |
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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