Goodman Fielder Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 7.63 | |
| 0.1396 | 17.11 | |
| 0.9850 | 632.25 | |
| -0.0550 | -6.17 |
Estimation Period:
Dec 19, 2005 to Feb 27, 2015
Dec 19, 2005 to Feb 27, 2015
News Impact Curve
Volatility Forecasts
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