Sphere Minerals Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2033 | 4.48 | |
| 0.1942 | 8.07 | |
| 0.9542 | 83.06 | |
| -0.0410 | -2.23 |
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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