Sphere Minerals Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0803 | 4.36 | |
| 0.1292 | 4.44 | |
| 0.8196 | 26.18 | |
| 0.5528 | 3.46 | |
| -0.7221 | -2.76 | |
| 0.3336 | 1.83 | |
| -0.5277 | -3.29 | |
| 0.7391 | 4.14 | |
| -0.6087 | -1.72 |
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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