Allgreen Properties Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1067 | 11.19 | |
| 0.1301 | 20.73 | |
| 0.6904 | 37.74 | |
| -0.3652 | -1.54 |
Estimation Period:
May 7, 1999 to Jul 26, 2011
May 7, 1999 to Jul 26, 2011
News Impact Curve
Volatility Forecasts
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