PSG Group Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1650 | 7.32 | |
| 0.2148 | 25.80 | |
| 0.9375 | 108.21 | |
| -0.0387 | -3.31 |
Estimation Period:
Jan 23, 1991 to Oct 7, 2022
Jan 23, 1991 to Oct 7, 2022
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities