Phatra Capital PCL EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1568 | 3.65 | |
| 0.1453 | 10.64 | |
| 0.8919 | 67.00 | |
| 0.1089 | 3.83 |
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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