Masonite Africa Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9721 | 10.91 | |
| 0.3213 | 18.60 | |
| 0.7559 | 31.79 | |
| -0.0374 | -1.87 |
Estimation Period:
Jan 17, 1990 to Dec 22, 2015
Jan 17, 1990 to Dec 22, 2015
News Impact Curve
Volatility Forecasts
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