Old PSG Wind-Down Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3120 | 3.92 | |
| 0.0327 | 1.20 | |
| 0.5842 | 1.56 | |
| 2.4156 | 1.31 | |
| -1.1458 | -0.43 | |
| 1.0430 | 0.44 | |
| -4.3469 | -1.18 | |
| -0.2506 | -0.06 | |
| 2.3124 | 0.54 |
Estimation Period:
Jul 5, 2011 to Dec 15, 2017
Jul 5, 2011 to Dec 15, 2017
News Impact Curve
Volatility Forecasts
Other Old PSG Wind-Down Ltd Analyses
Other Spline-GARCH Analyses on Equities