PanAust Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1222 | 4.72 | |
| 0.0440 | 18.65 | |
| 0.9543 | 277.33 |
Estimation Period:
Jan 2, 1996 to Jun 5, 2015
Jan 2, 1996 to Jun 5, 2015
News Impact Curve
Volatility Forecasts
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