Ausy GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0919 | 12.11 | |
| 0.0964 | 22.39 | |
| 0.8981 | 238.98 |
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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