Coca-Cola Amatil Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7203 | 8.11 | |
| 0.1870 | 8.24 | |
| 0.5445 | 11.52 | |
| -0.0216 | -0.72 | |
| 0.0725 | 1.68 | |
| -0.1853 | -6.82 | |
| 0.2791 | 12.25 | |
| -0.2544 | -11.71 | |
| 0.1838 | 7.94 | |
| -0.1080 | -4.20 | |
| 0.0417 | 1.91 |
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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