Allkem Limited EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1260 | 10.83 | |
| 0.1121 | 16.98 | |
| 0.9531 | 219.25 | |
| -0.0179 | -3.06 |
Estimation Period:
Jun 15, 2010 to Dec 29, 2023
Jun 15, 2010 to Dec 29, 2023
News Impact Curve
Volatility Forecasts
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