Warrnambool Cheese & Butter Factory Co Holdings Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7151 | 12.24 | |
| 0.1916 | 19.43 | |
| 0.6988 | 46.90 | |
| -0.8818 | -6.17 |
Estimation Period:
May 27, 2004 to Feb 24, 2017
May 27, 2004 to Feb 24, 2017
News Impact Curve
Volatility Forecasts
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