Adcorp Australia Limited Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3454 | 4.06 | |
| 0.1682 | 4.72 | |
| 0.3894 | 3.58 | |
| -0.7985 | -2.56 | |
| 0.9662 | 2.17 | |
| 0.0403 | 0.15 | |
| -0.1003 | -0.43 | |
| -0.4167 | -1.82 | |
| 0.6454 | 2.62 | |
| -0.4218 | -1.27 |
Estimation Period:
Nov 4, 1999 to Nov 29, 2019
Nov 4, 1999 to Nov 29, 2019
News Impact Curve
Volatility Forecasts
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