REA Vipingo Plantations Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3808 | 4.36 | |
| 0.2011 | 7.27 | |
| 0.6073 | 12.59 | |
| -0.2395 | -0.75 | |
| 0.2922 | 0.61 | |
| -0.3622 | -0.77 | |
| 0.4482 | 0.61 | |
| -0.2030 | -0.27 | |
| 0.2436 | 0.50 | |
| -0.5558 | -1.95 | |
| 1.2520 | 3.79 |
Estimation Period:
Apr 19, 1996 to Nov 13, 2013
Apr 19, 1996 to Nov 13, 2013
News Impact Curve
Volatility Forecasts
Other REA Vipingo Plantations Ltd Analyses
Other Spline-GARCH Analyses on International Equities