Atlas Iron Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4744 | 4.23 | |
| 0.1908 | 4.89 | |
| 0.6952 | 15.67 | |
| 0.7077 | 2.52 | |
| -0.8331 | -1.99 | |
| -0.0239 | -0.09 | |
| 0.4212 | 1.70 | |
| -0.3379 | -1.35 | |
| 0.4071 | 1.53 | |
| -1.1244 | -4.39 | |
| 1.1986 | 6.71 |
Estimation Period:
Dec 17, 2004 to Nov 16, 2018
Dec 17, 2004 to Nov 16, 2018
News Impact Curve
Volatility Forecasts
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