Toll Holdings Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1085 | 10.83 | |
| 0.2636 | 12.92 | |
| 0.5490 | 19.43 |
Estimation Period:
Oct 12, 1993 to May 8, 2015
Oct 12, 1993 to May 8, 2015
News Impact Curve
Volatility Forecasts
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