CSR Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0441 | 13.92 | |
| 0.0663 | 33.37 | |
| 0.9201 | 412.59 | |
| 0.3658 | 9.83 |
Estimation Period:
Jan 1, 1990 to Jul 5, 2024
Jan 1, 1990 to Jul 5, 2024
News Impact Curve
Volatility Forecasts
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