Viridien Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9466 | 6.63 | |
| 0.0982 | 7.09 | |
| 0.8654 | 52.03 | |
| -0.0179 | -1.46 | |
| 0.0475 | 2.26 | |
| -0.0630 | -2.70 |
Estimation Period:
May 9, 1997 to Feb 19, 2021
May 9, 1997 to Feb 19, 2021
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Depositary Receipts