MacPhersons Resources Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 13.54 | |
| 0.1603 | 16.44 | |
| 0.6833 | 38.67 |
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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