Sphere Minerals Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0180 | 9.63 | |
| 0.1200 | 19.30 | |
| 0.8727 | 171.78 | |
| 0.0769 | 0.36 |
Estimation Period:
Jan 2, 1990 to Sep 29, 2015
Jan 2, 1990 to Sep 29, 2015
News Impact Curve
Volatility Forecasts
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