iProperty Group Pty Ltd/NS AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0441 | -6.43 | |
| 0.0544 | 13.82 | |
| 0.9508 | 266.77 | |
| 0.6422 | 5.72 |
Estimation Period:
Sep 11, 2007 to Jan 29, 2016
Sep 11, 2007 to Jan 29, 2016
News Impact Curve
Volatility Forecasts
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