Pgs Asa EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0440 | 11.59 | |
| 0.1263 | 23.75 | |
| 0.9884 | 959.58 | |
| -0.0079 | -1.68 |
Estimation Period:
Aug 24, 1994 to Jun 28, 2024
Aug 24, 1994 to Jun 28, 2024
News Impact Curve
Volatility Forecasts
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