Afterpay Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4673 | 11.24 | |
| 0.3671 | 19.22 | |
| 0.8421 | 59.93 | |
| -0.0967 | -6.26 |
Estimation Period:
Jun 29, 2017 to Nov 19, 2021
Jun 29, 2017 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities