VNV Global Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8343 | 7.52 | |
| 0.0881 | 5.96 | |
| 0.8435 | 32.24 | |
| -0.3651 | -4.00 | |
| 0.6173 | 4.37 | |
| -0.3791 | -3.90 | |
| 0.0821 | 0.81 | |
| 0.3078 | 1.84 |
Estimation Period:
Jul 4, 2007 to Jun 26, 2020
Jul 4, 2007 to Jun 26, 2020
News Impact Curve
Volatility Forecasts
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