Sole Realisation Co Plc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2407 | 3.87 | |
| 0.3330 | 5.19 | |
| 0.4988 | 9.53 | |
| -0.2081 | -1.40 | |
| 0.2147 | 0.80 | |
| -0.0203 | -0.08 | |
| -0.0276 | -0.14 | |
| 0.2566 | 1.83 | |
| -0.4452 | -3.01 | |
| 0.1067 | 0.65 | |
| 0.4053 | 2.35 | |
| -0.7923 | -3.74 |
Estimation Period:
May 21, 1996 to Jun 23, 2017
May 21, 1996 to Jun 23, 2017
News Impact Curve
Volatility Forecasts
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