Ausy APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0665 | 14.40 | |
| 0.0846 | 17.99 | |
| 0.9154 | 212.06 | |
| 0.3593 | 10.36 | |
| 1.4083 | 27.79 |
Estimation Period:
Apr 30, 1999 to Jan 27, 2017
Apr 30, 1999 to Jan 27, 2017
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities