Consolidated Infrastructure Group Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0935 | 12.56 | |
| 0.3469 | 20.97 | |
| 0.9800 | 544.76 | |
| -0.1135 | -8.96 |
Estimation Period:
Nov 28, 2007 to Nov 13, 2020
Nov 28, 2007 to Nov 13, 2020
News Impact Curve
Volatility Forecasts
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