Vector Resources Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8033 | 4.48 | |
| 0.1034 | 4.11 | |
| 0.7543 | 11.56 | |
| 0.6035 | 0.59 | |
| -1.3087 | -0.88 | |
| 1.1898 | 0.96 | |
| -0.7973 | -0.57 | |
| 2.1844 | 1.61 | |
| -3.4478 | -2.63 | |
| 0.5246 | 0.36 | |
| 2.0277 | 1.67 | |
| -0.9169 | -1.13 |
Estimation Period:
Dec 17, 2007 to May 22, 2019
Dec 17, 2007 to May 22, 2019
News Impact Curve
Volatility Forecasts
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