Australian Gas Networks Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2007 | 16.61 | |
| 0.1207 | 29.81 | |
| 0.8178 | 134.77 |
Estimation Period:
Aug 29, 1997 to Sep 12, 2014
Aug 29, 1997 to Sep 12, 2014
News Impact Curve
Volatility Forecasts
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