Pick n Pay Holdings Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0099 | 6.48 | |
| 0.0573 | 22.40 | |
| 0.9979 | 2,044.90 | |
| 0.0148 | 2.74 |
Estimation Period:
Jan 4, 1990 to Aug 19, 2016
Jan 4, 1990 to Aug 19, 2016
News Impact Curve
Volatility Forecasts
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