Bradken Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0317 | 4.71 | |
| 0.1400 | 23.64 | |
| 0.9911 | 472.62 | |
| -0.0469 | -10.20 |
Estimation Period:
Aug 18, 2004 to Apr 7, 2017
Aug 18, 2004 to Apr 7, 2017
News Impact Curve
Volatility Forecasts
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