Murray & Roberts Holdings Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0620 | 25.31 | |
| 0.2736 | 74.03 | |
| 0.9844 | 1,096.21 | |
| -0.0059 | -1.11 |
Estimation Period:
Jan 2, 1990 to May 30, 2025
Jan 2, 1990 to May 30, 2025
News Impact Curve
Volatility Forecasts
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