MZI Resources Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7930 | 5.91 | |
| 0.1094 | 5.19 | |
| 0.7687 | 15.25 | |
| -0.2527 | -0.59 | |
| 0.9132 | 1.24 | |
| -1.4941 | -2.45 | |
| 0.8977 | 1.70 | |
| 0.4272 | 1.05 | |
| -0.9074 | -2.52 | |
| 0.3981 | 1.10 | |
| 0.2935 | 0.72 | |
| 0.5739 | 0.74 |
Estimation Period:
Aug 26, 2004 to Mar 8, 2019
Aug 26, 2004 to Mar 8, 2019
News Impact Curve
Volatility Forecasts
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