iProperty Group Pty Ltd/NS EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 2.62 | |
| 0.1359 | 18.53 | |
| 0.9982 | 586.83 | |
| -0.0726 | -7.17 |
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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