Sphere Minerals Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0922 | 4.23 | |
| 0.1300 | 4.93 | |
| 0.8252 | 29.17 | |
| 0.5378 | 3.27 | |
| -0.6979 | -2.60 | |
| 0.3180 | 1.71 | |
| -0.5121 | -3.13 | |
| 0.6916 | 4.43 | |
| -0.4527 | -4.22 |
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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