Sirtex Medical Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2989 | 15.26 | |
| 0.0849 | 8.09 | |
| 0.8776 | 175.21 | |
| 0.0638 | 3.11 |
Estimation Period:
Aug 24, 2000 to Sep 7, 2018
Aug 24, 2000 to Sep 7, 2018
News Impact Curve
Volatility Forecasts
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