CapitaMalls Asia Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7779 | 5.33 | |
| 0.1047 | 13.26 | |
| 0.6235 | 12.56 |
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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