Macquarie Media Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1986 | 15.13 | |
| 0.2399 | 25.25 | |
| 0.6948 | 64.16 | |
| -0.3364 | -1.74 |
Estimation Period:
Apr 20, 2005 to Oct 4, 2019
Apr 20, 2005 to Oct 4, 2019
News Impact Curve
Volatility Forecasts
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