Allgreen Properties Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1884 | 7.50 | |
| 0.1802 | 21.00 | |
| 0.9027 | 91.52 | |
| -0.0253 | -1.57 |
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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