Comair Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8935 | 20.51 | |
| 0.1230 | 30.54 | |
| 0.8132 | 160.45 | |
| 0.7379 | 4.34 |
Estimation Period:
Jul 22, 1998 to Apr 30, 2020
Jul 22, 1998 to Apr 30, 2020
News Impact Curve
Volatility Forecasts
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