OZ Minerals Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0002 | -9.22 | |
| 0.0667 | 3.23 | |
| 0.9334 | 51.64 | |
| 0.0002 | 0.00 |
Estimation Period:
Jan 7, 1992 to May 5, 2023
Jan 7, 1992 to May 5, 2023
News Impact Curve
Volatility Forecasts
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