Sycom Property Fund EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 17.19 | |
| 0.0698 | 22.08 | |
| 0.9974 | 2,409.14 | |
| -0.0134 | -3.18 |
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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