Redflex Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9384 | 5.25 | |
| 0.1024 | 2.85 | |
| 0.8180 | 13.31 | |
| -0.3427 | -1.32 | |
| 0.5730 | 1.49 | |
| -0.5166 | -2.26 | |
| 0.4636 | 2.28 | |
| -0.0566 | -0.32 | |
| -0.3261 | -1.43 | |
| 0.3262 | 1.01 | |
| -0.0824 | -0.24 | |
| -0.0691 | -0.20 | |
| -0.0092 | -0.03 |
Estimation Period:
Jan 20, 1997 to Jun 4, 2021
Jan 20, 1997 to Jun 4, 2021
News Impact Curve
Volatility Forecasts
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