Analytica Limited EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2861 | 4.37 | |
| 0.1619 | 10.33 | |
| 0.9449 | 68.87 | |
| -0.0156 | -0.60 |
Estimation Period:
Oct 25, 2000 to Aug 25, 2023
Oct 25, 2000 to Aug 25, 2023
News Impact Curve
Volatility Forecasts
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