Cupric Pty Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7792 | 12.36 | |
| 0.1170 | 13.26 | |
| 0.8328 | 127.82 | |
| 0.0325 | 1.82 |
Estimation Period:
May 12, 2006 to Jul 29, 2016
May 12, 2006 to Jul 29, 2016
News Impact Curve
Volatility Forecasts
Other Cupric Pty Ltd Analyses
Other GJR-GARCH Analyses on International Equities