REA Vipingo Plantations Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3771 | 10.45 | |
| 0.3337 | 22.87 | |
| 0.8696 | 70.07 | |
| -0.0241 | -1.71 |
Estimation Period:
Apr 19, 1996 to Nov 13, 2013
Apr 19, 1996 to Nov 13, 2013
News Impact Curve
Volatility Forecasts
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