Allkem Limited MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.0677 | 14.30 | |
| 0.7955 | 56.21 | |
| 0.0271 | 3.82 | |
| 0.2443 | 1.11 | |
| 0.0246 | 1.46 | |
| 0.9565 | 29.66 |
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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