Allkem Limited EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4261 | 2.23 | |
| 0.0910 | 8.51 | |
| 0.8528 | 12.74 | |
| -0.0029 | -0.33 |
Estimation Period:
Apr 2, 2009 to Jan 5, 2024
Apr 2, 2009 to Jan 5, 2024
News Impact Curve
Volatility Forecasts
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