CIMIC Group Ltd APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2080 | 17.93 | |
| 0.1301 | 42.32 | |
| 0.8166 | 151.01 | |
| 0.0911 | 6.34 | |
| 1.1990 | 23.52 |
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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