Allgreen Properties Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8484 | 9.99 | |
| 0.1035 | 18.60 | |
| 0.7596 | 59.90 |
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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