Rallye SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0390 | 16.66 | |
| 0.2028 | 56.81 | |
| 0.9930 | 1,213.97 | |
| -0.0663 | -17.17 |
Estimation Period:
Jan 1, 1990 to May 30, 2025
Jan 1, 1990 to May 30, 2025
News Impact Curve
Volatility Forecasts
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