Monash Absolute Investment Company Limited APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1759 | 8.49 | |
| 0.1758 | 14.27 | |
| 0.7820 | 49.67 | |
| 0.1354 | 2.28 | |
| 1.2950 | 11.31 |
Estimation Period:
Apr 12, 2016 to May 21, 2021
Apr 12, 2016 to May 21, 2021
News Impact Curve
Volatility Forecasts
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