Sirius Resources NL EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6018 | 2.24 | |
| 0.3067 | 5.36 | |
| 0.8798 | 17.99 | |
| -0.2372 | -3.55 |
Estimation Period:
May 9, 2008 to Sep 4, 2015
May 9, 2008 to Sep 4, 2015
News Impact Curve
Volatility Forecasts
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