Warrnambool Cheese & Butter Factory Co Holdings Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9476 | 10.10 | |
| 0.1760 | 16.17 | |
| 0.6928 | 35.60 |
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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