Digital360 Spa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9472 | 2.05 | |
| 0.6183 | 2.90 | |
| 0.0966 | 0.94 | |
| 15.0114 | 0.79 | |
| -37.2848 | -1.43 | |
| 39.9079 | 2.22 | |
| -1.7442 | -0.08 | |
| -72.1117 | -2.68 | |
| 93.2026 | 4.18 |
Estimation Period:
Mar 17, 2022 to Oct 20, 2023
Mar 17, 2022 to Oct 20, 2023
News Impact Curve
Volatility Forecasts
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