APN Property Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8134 | 4.65 | |
| 0.3632 | 2.84 | |
| 0.3984 | 3.84 | |
| 0.3321 | 0.81 | |
| 0.1062 | 0.17 | |
| -1.4464 | -2.98 | |
| 1.5667 | 3.15 | |
| -1.1803 | -2.61 | |
| 1.4193 | 2.62 | |
| -1.5612 | -2.23 | |
| 1.2937 | 2.15 | |
| -0.4404 | -1.07 | |
| -0.2509 | -0.87 |
Estimation Period:
Jun 23, 2005 to Jul 30, 2021
Jun 23, 2005 to Jul 30, 2021
News Impact Curve
Volatility Forecasts
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