Allgreen Properties Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0683 | 4.85 | |
| 0.1405 | 5.07 | |
| 0.5198 | 5.53 | |
| 0.2979 | 0.83 | |
| -0.5669 | -1.05 | |
| 0.4238 | 1.36 | |
| -0.1676 | -0.74 | |
| 0.1084 | 0.49 | |
| -0.0252 | -0.11 | |
| -0.7680 | -2.49 | |
| 2.4511 | 2.93 |
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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