Valmec Limited Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1074 | 2.31 | |
| 0.1270 | 7.09 | |
| 0.8662 | 51.50 | |
| -0.0963 | -3.44 |
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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