Spicers Limited EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0124 | 3.48 | |
| 0.0811 | 27.04 | |
| 0.9986 | 1,320.83 | |
| -0.0347 | -8.05 |
Estimation Period:
Apr 17, 2000 to Jun 28, 2019
Apr 17, 2000 to Jun 28, 2019
News Impact Curve
Volatility Forecasts
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