Peregrine Holdings Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0697 | 13.43 | |
| 0.0705 | 30.98 | |
| 0.9188 | 325.45 |
Estimation Period:
Jun 10, 1998 to Sep 25, 2020
Jun 10, 1998 to Sep 25, 2020
News Impact Curve
Volatility Forecasts
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