Altium Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0357 | 4.65 | |
| 0.0924 | 19.46 | |
| 0.9917 | 501.11 | |
| -0.0633 | -13.65 |
Estimation Period:
Aug 4, 1999 to Aug 2, 2024
Aug 4, 1999 to Aug 2, 2024
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities