Boral Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1372 | 11.85 | |
| 0.0799 | 15.94 | |
| 0.8803 | 124.97 | |
| 0.4665 | 6.73 |
Estimation Period:
Feb 22, 2000 to Jul 5, 2024
Feb 22, 2000 to Jul 5, 2024
News Impact Curve
Volatility Forecasts
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