CapitaMalls Asia Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5885 | 10.84 | |
| 0.1483 | 14.05 | |
| 0.6205 | 22.79 | |
| -0.8919 | -4.69 |
Estimation Period:
Nov 25, 2009 to Jun 9, 2014
Nov 25, 2009 to Jun 9, 2014
News Impact Curve
Volatility Forecasts
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