Sycom Property Fund AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 8.84 | |
| 0.0391 | 24.75 | |
| 0.9590 | 675.84 | |
| 0.1235 | 1.73 |
Estimation Period:
Jan 10, 1990 to Mar 22, 2016
Jan 10, 1990 to Mar 22, 2016
News Impact Curve
Volatility Forecasts
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