Old PSG Wind-Down Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4776 | 8.43 | |
| 0.5662 | 10.11 | |
| 0.9015 | 72.83 | |
| 0.0229 | 0.69 |
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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