CapitaMalls Asia Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2500 | 10.25 | |
| 0.2012 | 17.43 | |
| 0.7634 | 29.84 | |
| 0.1062 | 6.43 |
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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