CSR Ltd APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 17.45 | |
| 0.0667 | 27.99 | |
| 0.9333 | 379.54 | |
| 0.2891 | 12.72 | |
| 0.6177 | 36.44 |
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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