APN Property Group Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8208 | 4.09 | |
| 0.4041 | 2.37 | |
| 0.3299 | 3.07 | |
| 0.3032 | 0.76 | |
| 0.1593 | 0.26 | |
| -1.5013 | -3.21 | |
| 1.6297 | 3.40 | |
| -1.2171 | -2.76 | |
| 1.3677 | 2.60 | |
| -1.3842 | -2.06 | |
| 0.9459 | 1.62 | |
| 0.3463 | 0.87 | |
| -2.6792 | -5.74 |
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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