Goodman Fielder Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0090 | -0.78 | |
| 0.0507 | 15.05 | |
| 0.9498 | 268.69 | |
| 0.7968 | 5.55 |
Estimation Period:
Dec 19, 2005 to Feb 27, 2015
Dec 19, 2005 to Feb 27, 2015
News Impact Curve
Volatility Forecasts
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