BigAir Group Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4604 | 12.54 | |
| 0.1822 | 30.79 | |
| 0.8119 | 216.62 | |
| 0.4327 | 4.40 |
Estimation Period:
Apr 7, 2006 to Dec 9, 2016
Apr 7, 2006 to Dec 9, 2016
News Impact Curve
Volatility Forecasts
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