Ausy AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1361 | 7.91 | |
| 0.1730 | 44.08 | |
| 0.8179 | 319.87 | |
| 0.7011 | 8.76 |
Estimation Period:
Apr 30, 1999 to Jan 27, 2017
Apr 30, 1999 to Jan 27, 2017
News Impact Curve
Volatility Forecasts
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