Aquarius Platinum Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6456 | 6.72 | |
| 0.1176 | 4.25 | |
| 0.7871 | 21.17 | |
| 0.0791 | 0.65 | |
| 0.1350 | 0.68 | |
| -0.3290 | -1.98 | |
| 0.3062 | 1.94 | |
| -0.5285 | -3.40 | |
| 0.6539 | 3.93 | |
| -0.6014 | -3.75 | |
| 0.4213 | 3.97 |
Estimation Period:
Sep 29, 1999 to Apr 1, 2016
Sep 29, 1999 to Apr 1, 2016
News Impact Curve
Volatility Forecasts
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