Sabvest Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3250 | 10.29 | |
| 0.1910 | 12.35 | |
| 0.9227 | 111.28 | |
| -0.0953 | -6.82 |
Estimation Period:
Jul 22, 1997 to Apr 30, 2020
Jul 22, 1997 to Apr 30, 2020
News Impact Curve
Volatility Forecasts
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