Boral Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0432 | 14.53 | |
| 0.1378 | 12.26 | |
| 0.9724 | 430.46 | |
| -0.0356 | -4.65 |
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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