McGrath Limited GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5115 | 14.74 | |
| 0.1323 | 21.75 | |
| 0.8426 | 131.74 |
Estimation Period:
Dec 7, 2015 to Jun 28, 2024
Dec 7, 2015 to Jun 28, 2024
News Impact Curve
Volatility Forecasts
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