SPS Finquest Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8656 | 3.56 | |
| 0.1054 | 1.96 | |
| 0.7862 | 8.91 | |
| 3.1850 | 2.96 | |
| -4.5329 | -2.74 | |
| 1.8379 | 1.77 | |
| -1.0666 | -0.72 | |
| 1.4121 | 0.85 | |
| 0.2136 | 0.25 | |
| -3.0313 | -4.08 | |
| 2.7936 | 2.53 | |
| -1.6617 | -1.60 |
Estimation Period:
Jun 3, 2014 to Dec 27, 2024
Jun 3, 2014 to Dec 27, 2024
News Impact Curve
Volatility Forecasts
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