Valmec Limited EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0345 | 2.73 | |
| 0.1343 | 19.46 | |
| 0.9946 | 373.48 | |
| -0.1143 | -8.74 |
Estimation Period:
Jan 13, 2005 to Oct 1, 2021
Jan 13, 2005 to Oct 1, 2021
News Impact Curve
Volatility Forecasts
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