AusNet Services GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0824 | 10.91 | |
| 0.0782 | 23.19 | |
| 0.8847 | 199.98 |
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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