Ausy EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0757 | 10.35 | |
| 0.2070 | 23.75 | |
| 0.9745 | 450.53 | |
| -0.0783 | -8.65 |
Estimation Period:
Apr 30, 1999 to Jan 27, 2017
Apr 30, 1999 to Jan 27, 2017
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities