Tayo Rolls Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.8912 | 1.46 | |
| 0.5499 | 2.52 | |
| 0.4485 | 2.07 | |
| -0.0068 | -0.07 | |
| -0.0190 | -0.12 | |
| 0.0720 | 0.64 | |
| -0.1286 | -1.24 | |
| 0.1957 | 2.26 | |
| -0.1850 | -2.00 | |
| 0.0940 | 0.82 | |
| -0.0563 | -0.47 | |
| 0.1823 | 0.83 | |
| -20.3164 | -1.10 |
Estimation Period:
Sep 25, 1995 to May 30, 2025
Sep 25, 1995 to May 30, 2025
News Impact Curve
Volatility Forecasts
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