Singapore Telecommunications Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0836 | 23.25 | |
| 0.1045 | 39.61 | |
| 0.8501 | 320.93 | |
| -0.2139 | -5.51 |
Estimation Period:
Sep 10, 2001 to May 29, 2015
Sep 10, 2001 to May 29, 2015
News Impact Curve
Volatility Forecasts
Other Singapore Telecommunications Ltd Analyses
Other AGARCH Analyses on Depositary Receipts