Macquarie Media Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2802 | 10.39 | |
| 0.3112 | 28.88 | |
| 0.9233 | 110.55 | |
| 0.0137 | 0.91 |
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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