Phatra Capital PCL AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5083 | 12.96 | |
| 0.1165 | 5.04 | |
| 0.0000 | 0.00 | |
| -0.3494 | -1.19 |
Estimation Period:
Jan 5, 2011 to Sep 24, 2012
Jan 5, 2011 to Sep 24, 2012
News Impact Curve
Volatility Forecasts
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