Masonite Africa Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2647 | 2.27 | |
| 0.1462 | 3.29 | |
| 0.4801 | 2.80 | |
| -5.5870 | -2.38 | |
| 8.6220 | 2.76 | |
| -5.0907 | -3.04 | |
| 3.0523 | 1.99 | |
| -1.6684 | -1.26 | |
| 1.0641 | 0.73 | |
| 0.9483 | 0.42 |
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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