Old PSG Wind-Down Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3074 | 3.73 | |
| 0.0411 | 1.45 | |
| 0.5925 | 2.02 | |
| 2.2954 | 1.20 | |
| -0.9181 | -0.34 | |
| 0.8043 | 0.34 | |
| -3.9063 | -1.05 | |
| -1.3729 | -0.34 | |
| 5.3519 | 2.09 |
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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