Altium Ltd MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0325 | 10.14 | |
| 0.8120 | 79.89 | |
| 0.1214 | 11.94 | |
| 0.1572 | 0.87 | |
| 0.0264 | 1.85 | |
| 0.9626 | 39.15 |
Estimation Period:
Aug 4, 1999 to Aug 2, 2024
Aug 4, 1999 to Aug 2, 2024
News Impact Curve
Volatility Forecasts
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