Analytica Limited AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5477 | 5.74 | |
| 0.1036 | 17.72 | |
| 0.8785 | 137.13 | |
| -0.1902 | -0.45 |
Estimation Period:
Oct 25, 2000 to Aug 25, 2023
Oct 25, 2000 to Aug 25, 2023
News Impact Curve
Volatility Forecasts
Other Analytica Limited Analyses
Other AGARCH Analyses on International Equities