Mondi Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7420 | 5.58 | |
| 0.0889 | 3.29 | |
| 0.6483 | 6.40 | |
| -0.6629 | -4.49 | |
| 0.7750 | 3.90 | |
| 0.0098 | 0.09 | |
| -0.2109 | -2.03 | |
| 0.1522 | 1.29 | |
| -0.0777 | -0.40 |
Estimation Period:
Jul 2, 2007 to Jul 19, 2019
Jul 2, 2007 to Jul 19, 2019
News Impact Curve
Volatility Forecasts
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