Masonite Africa Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2653 | 2.26 | |
| 0.1424 | 3.23 | |
| 0.4957 | 2.93 | |
| -5.5905 | -2.37 | |
| 8.6443 | 2.75 | |
| -5.1593 | -3.09 | |
| 3.2413 | 2.11 | |
| -2.1250 | -1.62 | |
| 2.0982 | 1.63 | |
| -1.7202 | -1.40 |
Estimation Period:
Jan 17, 1990 to Dec 22, 2015
Jan 17, 1990 to Dec 22, 2015
News Impact Curve
Volatility Forecasts
Other Masonite Africa Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities