CSR Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0531 | 20.02 | |
| 0.0666 | 33.88 | |
| 0.9194 | 421.75 |
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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