Namoi Cotton Limited Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5332 | 5.81 | |
| 0.1774 | 6.09 | |
| 0.6172 | 11.43 | |
| 0.2492 | 2.60 | |
| -0.6322 | -4.56 | |
| 0.6559 | 6.84 | |
| -0.2790 | -2.57 | |
| -0.0950 | -0.81 | |
| 0.1139 | 1.06 | |
| -0.0332 | -0.24 | |
| 0.0778 | 0.40 |
Estimation Period:
Apr 6, 1998 to Oct 25, 2024
Apr 6, 1998 to Oct 25, 2024
News Impact Curve
Volatility Forecasts
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