MacPhersons Resources Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6260 | 8.85 | |
| 0.2142 | 4.55 | |
| 0.2852 | 2.71 | |
| -0.0508 | -3.41 |
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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