Quotient Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5748 | 2.29 | |
| 0.1446 | 4.01 | |
| 0.7611 | 12.95 | |
| -1.9968 | -0.94 | |
| 3.6326 | 1.25 | |
| -3.4451 | -1.83 | |
| 3.9837 | 2.20 | |
| -4.5459 | -2.47 | |
| 3.4706 | 1.82 | |
| -0.3183 | -0.20 | |
| -1.8883 | -1.36 | |
| 1.7263 | 1.22 | |
| 2.2814 | 0.85 |
Estimation Period:
Apr 25, 2014 to Dec 30, 2022
Apr 25, 2014 to Dec 30, 2022
News Impact Curve
Volatility Forecasts
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