Allkem Limited Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0337 | 5.75 | |
| 0.0692 | 4.09 | |
| 0.7791 | 12.15 | |
| -0.2918 | -2.27 | |
| 0.5352 | 2.88 | |
| -0.3855 | -3.33 | |
| 0.2246 | 2.15 | |
| -0.0946 | -0.90 | |
| -0.1376 | -0.93 |
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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