Vedanta Resources PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7720 | 3.85 | |
| 0.0786 | 7.92 | |
| 0.8985 | 78.48 | |
| 0.0294 | 0.46 | |
| -0.1055 | -1.15 | |
| 0.1801 | 2.71 | |
| -0.2810 | -2.37 |
Estimation Period:
Dec 4, 2003 to Sep 28, 2018
Dec 4, 2003 to Sep 28, 2018
News Impact Curve
Volatility Forecasts
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