Ausenco Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0677 | 8.04 | |
| 0.1575 | 19.48 | |
| 0.9785 | 358.04 | |
| -0.0510 | -6.62 |
Estimation Period:
Jun 15, 2006 to Aug 26, 2016
Jun 15, 2006 to Aug 26, 2016
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities