Old PSG Wind-Down Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7094 | 4.30 | |
| 0.3805 | 3.41 | |
| 0.6380 | 9.11 | |
| -0.0370 | -0.22 |
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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