Assore Ltd MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0234 | 11.34 | |
| 0.8990 | 265.51 | |
| 0.1102 | 30.27 | |
| 0.0243 | 3.88 | |
| 0.0149 | 8.49 | |
| 0.9830 | 409.60 |
Estimation Period:
Jan 5, 1990 to May 19, 2020
Jan 5, 1990 to May 19, 2020
News Impact Curve
Volatility Forecasts
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