Allkem Limited EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4537 | 15.95 | |
| 0.2458 | 8.30 | |
| -0.5541 | -5.84 | |
| 0.0273 | 0.83 |
Estimation Period:
Nov 16, 2022 to Jan 5, 2024
Nov 16, 2022 to Jan 5, 2024
News Impact Curve
Volatility Forecasts
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