Adbri Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0056 | 1.65 | |
| 0.0283 | 8.01 | |
| 0.9982 | 1,135.61 | |
| -0.0247 | -10.76 |
Estimation Period:
Jan 1, 1990 to Jun 28, 2024
Jan 1, 1990 to Jun 28, 2024
News Impact Curve
Volatility Forecasts
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