Sirius Minerals Plc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3353 | 5.51 | |
| 0.2701 | 9.97 | |
| 0.6350 | 9.34 | |
| 0.0369 | 1.88 |
Estimation Period:
Jul 29, 2005 to Mar 13, 2020
Jul 29, 2005 to Mar 13, 2020
News Impact Curve
Volatility Forecasts
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