PSB Industries SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1487 | 5.97 | |
| 0.1240 | 6.44 | |
| 0.8002 | 21.15 | |
| -0.2418 | -3.27 | |
| 0.4350 | 3.73 | |
| -0.2892 | -3.50 | |
| 0.0926 | 1.18 | |
| 0.0376 | 0.36 | |
| -0.0018 | -0.01 | |
| -0.0742 | -0.75 | |
| -0.0343 | -0.36 | |
| 0.2733 | 2.54 | |
| -0.3143 | -3.55 |
Estimation Period:
Sep 21, 1990 to May 28, 2021
Sep 21, 1990 to May 28, 2021
News Impact Curve
Volatility Forecasts
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