Polytec Asset Holdings Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1835 | 14.14 | |
| 0.1534 | 8.62 | |
| 0.8739 | 179.85 | |
| -0.0545 | -2.29 |
Estimation Period:
Sep 9, 1998 to May 7, 2021
Sep 9, 1998 to May 7, 2021
News Impact Curve
Volatility Forecasts
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