iProperty Group Pty Ltd/NS Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6808 | 3.46 | |
| 0.2113 | 3.96 | |
| 0.3840 | 3.77 | |
| -5.3308 | -4.28 | |
| 7.1796 | 3.94 | |
| -3.0019 | -3.19 | |
| 2.9663 | 4.11 | |
| -2.7120 | -3.22 | |
| 1.2411 | 1.13 | |
| -6.3264 | -4.45 |
Estimation Period:
Sep 11, 2007 to Jan 29, 2016
Sep 11, 2007 to Jan 29, 2016
News Impact Curve
Volatility Forecasts
Other iProperty Group Pty Ltd/NS Analyses
Other Spline-GARCH Analyses on International Equities