Tatts Group Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 11.63 | |
| 0.1072 | 18.59 | |
| 0.9774 | 486.27 | |
| -0.0116 | -1.58 |
Estimation Period:
Jul 7, 2005 to Dec 8, 2017
Jul 7, 2005 to Dec 8, 2017
News Impact Curve
Volatility Forecasts
Other Tatts Group Ltd Analyses
Other EGARCH Analyses on International Equities