Moreton Resources Limited Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5893 | 4.52 | |
| 0.1687 | 6.46 | |
| 0.5776 | 10.16 | |
| -0.3344 | -2.50 | |
| 0.6592 | 3.44 | |
| -0.6352 | -4.19 | |
| 0.4209 | 2.56 | |
| -0.0181 | -0.10 | |
| -0.1003 | -0.77 | |
| -0.2164 | -2.24 | |
| 0.7149 | 4.83 |
Estimation Period:
Jan 3, 1996 to Mar 13, 2020
Jan 3, 1996 to Mar 13, 2020
News Impact Curve
Volatility Forecasts
Other Moreton Resources Limited Analyses
Other Spline-GARCH Analyses on International Equities