Healthscope Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9418 | 4.03 | |
| 0.0570 | 1.77 | |
| 0.9106 | 18.29 | |
| 2.2460 | 0.93 | |
| -4.1381 | -1.11 | |
| 2.8399 | 1.09 | |
| -1.5025 | -0.40 | |
| 1.3581 | 0.28 | |
| -3.8636 | -0.85 | |
| 5.4843 | 1.99 |
Estimation Period:
Jul 28, 2014 to May 24, 2019
Jul 28, 2014 to May 24, 2019
News Impact Curve
Volatility Forecasts
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