Value Group Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3640 | 13.58 | |
| 0.2364 | 15.92 | |
| 0.7234 | 49.73 | |
| -0.7893 | -2.87 |
Estimation Period:
Oct 26, 1998 to Jun 18, 2021
Oct 26, 1998 to Jun 18, 2021
News Impact Curve
Volatility Forecasts
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