Monash Absolute Investment Company Limited EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1185 | 7.93 | |
| 0.3011 | 15.35 | |
| 0.9095 | 89.50 | |
| -0.0374 | -1.47 |
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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