CIMIC Group Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5908 | 26.45 | |
| 0.1527 | 46.58 | |
| 0.7226 | 113.30 | |
| 0.1157 | 3.29 |
Estimation Period:
Jan 1, 1990 to Nov 19, 2021
Jan 1, 1990 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
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