Pendal Group Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8840 | 22.50 | |
| 0.1948 | 27.61 | |
| 0.6636 | 70.35 | |
| 0.2764 | 2.90 |
Estimation Period:
Dec 10, 2007 to Jan 20, 2023
Dec 10, 2007 to Jan 20, 2023
News Impact Curve
Volatility Forecasts
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