Cast SA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5435 | 24.93 | |
| 0.2331 | 39.73 | |
| 0.7687 | 212.04 | |
| 0.0865 | 1.01 |
Estimation Period:
May 26, 1999 to Nov 11, 2022
May 26, 1999 to Nov 11, 2022
News Impact Curve
Volatility Forecasts
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