Warrnambool Cheese & Butter Factory Co Holdings Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2880 | 12.80 | |
| 0.3015 | 18.39 | |
| 0.8641 | 70.78 | |
| 0.0488 | 3.87 |
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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