Ruralco Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8593 | 5.70 | |
| 0.1466 | 4.63 | |
| 0.7010 | 17.10 | |
| -0.9452 | -5.83 | |
| 1.2323 | 4.92 | |
| -0.1363 | -0.83 | |
| -0.4060 | -2.82 | |
| 0.4636 | 2.80 | |
| -0.3585 | -1.61 | |
| 0.3512 | 0.93 | |
| -0.3155 | -0.79 |
Estimation Period:
Jan 3, 1996 to Sep 13, 2019
Jan 3, 1996 to Sep 13, 2019
News Impact Curve
Volatility Forecasts
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