Altium Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9687 | 8.08 | |
| 0.0903 | 4.57 | |
| 0.7378 | 16.99 | |
| 0.2259 | 2.38 | |
| -0.3102 | -1.84 | |
| 0.0952 | 0.57 | |
| 0.0930 | 0.67 | |
| -0.4937 | -3.52 | |
| 0.7246 | 4.48 | |
| -0.3487 | -2.13 | |
| -0.0342 | -0.14 | |
| 0.0045 | 0.01 | |
| 0.0880 | 0.35 |
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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