ARB Holdings Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 1.77 | |
| 0.0651 | 16.03 | |
| 0.9973 | 461.94 | |
| -0.0703 | -9.47 |
Estimation Period:
Nov 20, 2007 to Jun 15, 2022
Nov 20, 2007 to Jun 15, 2022
News Impact Curve
Volatility Forecasts
Other ARB Holdings Ltd Analyses
Other EGARCH Analyses on International Equities