RMG Limited EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0350 | 5.06 | |
| 0.2424 | 42.00 | |
| 0.9995 | 740.38 | |
| -0.0953 | -11.32 |
Estimation Period:
Apr 19, 1996 to Dec 16, 2022
Apr 19, 1996 to Dec 16, 2022
News Impact Curve
Volatility Forecasts
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