Value Group Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3362 | 10.28 | |
| 0.3264 | 18.30 | |
| 0.8986 | 92.03 | |
| -0.0040 | -0.30 |
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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