PSB Industries SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2541 | 6.48 | |
| 0.1409 | 7.35 | |
| 0.7666 | 22.75 | |
| -0.1538 | -2.81 | |
| 0.3009 | 3.46 | |
| -0.2331 | -3.58 | |
| 0.0755 | 1.26 | |
| 0.1128 | 1.88 | |
| -0.1832 | -2.14 | |
| 0.0557 | 0.51 | |
| 0.1064 | 0.97 | |
| -0.0071 | -0.04 |
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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