Old PSG Wind-Down Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2501 | 4.36 | |
| 1.1336 | 7.16 | |
| 0.5773 | 21.76 | |
| -0.0787 | -0.41 |
Estimation Period:
Jul 5, 2011 to Dec 15, 2017
Jul 5, 2011 to Dec 15, 2017
News Impact Curve
Volatility Forecasts
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