Sirius Resources NL Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0004 | 6.03 | |
| 0.1352 | 2.76 | |
| 0.2974 | 2.30 | |
| -0.8061 | -1.25 | |
| 0.7105 | 0.72 | |
| 1.5741 | 1.85 | |
| -4.1440 | -2.58 | |
| 4.8814 | 2.49 | |
| -3.6618 | -2.11 |
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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