PanAust Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0154 | 2.29 | |
| 0.1027 | 21.13 | |
| 0.9986 | 693.00 | |
| -0.0519 | -12.89 |
Estimation Period:
Jan 2, 1996 to Jun 5, 2015
Jan 2, 1996 to Jun 5, 2015
News Impact Curve
Volatility Forecasts
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