Coca-Cola Amatil Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 14.02 | |
| 0.0333 | 28.23 | |
| 0.9597 | 668.76 |
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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