Wotif.com Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2627 | 4.69 | |
| 0.1362 | 3.65 | |
| 0.3871 | 3.27 | |
| 1.4614 | 3.38 | |
| -2.1183 | -3.56 | |
| 0.7181 | 1.97 | |
| 0.1554 | 0.38 | |
| -0.5647 | -1.03 | |
| 1.3501 | 1.38 | |
| -3.2515 | -1.58 |
Estimation Period:
Jun 2, 2006 to Oct 31, 2014
Jun 2, 2006 to Oct 31, 2014
News Impact Curve
Volatility Forecasts
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