SRH NV Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8417 | 2.89 | |
| 0.1290 | 5.04 | |
| 0.7909 | 19.97 | |
| 1.8989 | 3.16 | |
| -1.4650 | -1.69 | |
| -2.2762 | -3.25 | |
| 3.0643 | 3.93 | |
| -1.3808 | -2.02 | |
| 0.0178 | 0.04 |
Estimation Period:
May 18, 2006 to Jan 31, 2013
May 18, 2006 to Jan 31, 2013
News Impact Curve
Volatility Forecasts
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