Coca-Cola Amatil Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0147 | 16.58 | |
| 0.0906 | 29.12 | |
| 0.9907 | 1,684.94 | |
| -0.0133 | -4.69 |
Estimation Period:
Jan 1, 1990 to Apr 16, 2021
Jan 1, 1990 to Apr 16, 2021
News Impact Curve
Volatility Forecasts
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