Essential Metals Ltd MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1475 | 13.92 | |
| 0.6300 | 12.86 | |
| -0.0933 | -6.28 | |
| 2.8667 | 0.66 | |
| 0.1824 | 0.75 | |
| 0.7530 | 2.22 |
Estimation Period:
Dec 4, 2003 to Nov 3, 2023
Dec 4, 2003 to Nov 3, 2023
News Impact Curve
Volatility Forecasts
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