Millennium Minerals Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7099 | 2.76 | |
| 0.1092 | 6.14 | |
| 0.8413 | 29.84 | |
| -0.1558 | -0.58 | |
| 0.0320 | 0.09 | |
| 0.2152 | 1.29 | |
| 0.0989 | 0.69 | |
| -0.5704 | -3.99 | |
| 0.6923 | 4.40 | |
| -0.3906 | -2.51 | |
| -0.1431 | -0.91 | |
| 0.7886 | 3.48 |
Estimation Period:
Jan 2, 1996 to Nov 15, 2019
Jan 2, 1996 to Nov 15, 2019
News Impact Curve
Volatility Forecasts
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