AusNet Services EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0345 | 9.29 | |
| 0.1615 | 20.37 | |
| 0.9663 | 319.34 | |
| -0.0239 | -2.37 |
Estimation Period:
Dec 14, 2005 to Feb 4, 2022
Dec 14, 2005 to Feb 4, 2022
News Impact Curve
Volatility Forecasts
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