MacPhersons Resources Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2677 | 19.15 | |
| 0.4077 | 25.31 | |
| 0.6338 | 32.39 | |
| 0.0020 | 0.10 |
Estimation Period:
Dec 28, 2010 to May 17, 2019
Dec 28, 2010 to May 17, 2019
News Impact Curve
Volatility Forecasts
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