CSR Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 12.83 | |
| 0.1510 | 34.73 | |
| 0.9866 | 1,078.28 | |
| -0.0335 | -10.49 |
Estimation Period:
Jan 1, 1990 to Jul 5, 2024
Jan 1, 1990 to Jul 5, 2024
News Impact Curve
Volatility Forecasts
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