Old PSG Wind-Down Ltd APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3316 | 2.88 | |
| 0.2773 | 6.67 | |
| 0.7227 | 15.16 | |
| 0.1407 | 0.99 | |
| 0.6404 | 4.78 |
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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