Vintage Wine Estates Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4101 | 15.63 | |
| 0.6892 | 10.24 | |
| 0.3104 | 4.61 | |
| 0.4665 | 0.02 | |
| -10.2136 | -0.40 | |
| 19.6336 | 1.51 | |
| -13.0518 | -1.07 | |
| -2.1217 | -0.38 | |
| 5.3746 | 0.45 | |
| -0.4223 | -0.03 | |
| 16.3137 | 1.45 | |
| -33.0891 | -3.28 | |
| 54.2472 | 4.21 |
Estimation Period:
Feb 9, 2021 to Mar 28, 2025
Feb 9, 2021 to Mar 28, 2025
News Impact Curve
Volatility Forecasts
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