David Jones Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 10.17 | |
| 0.0217 | 17.92 | |
| 0.9737 | 674.31 |
Estimation Period:
Nov 27, 1995 to Jul 18, 2014
Nov 27, 1995 to Jul 18, 2014
News Impact Curve
Volatility Forecasts
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