CIMIC Group Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1240 | 21.28 | |
| 0.2238 | 43.48 | |
| 0.9241 | 254.23 | |
| -0.0209 | -3.82 |
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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