Pyne Gould Corp Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4350 | 2.38 | |
| 0.1042 | 5.09 | |
| 0.8329 | 24.49 | |
| -1.0700 | -1.08 | |
| 1.5993 | 1.12 | |
| 0.0285 | 0.04 | |
| -1.6515 | -2.25 | |
| 1.8761 | 2.33 | |
| -1.0941 | -1.70 | |
| 0.5440 | 0.97 | |
| -0.7199 | -0.83 |
Estimation Period:
Apr 7, 2004 to Nov 16, 2018
Apr 7, 2004 to Nov 16, 2018
News Impact Curve
Volatility Forecasts
Other Pyne Gould Corp Ltd Analyses
Other Spline-GARCH Analyses on International Equities