Global Sources Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4400 | 9.59 | |
| 0.0775 | 7.94 | |
| 0.8658 | 100.51 | |
| 0.1112 | 8.08 |
Estimation Period:
Apr 17, 2000 to Aug 25, 2017
Apr 17, 2000 to Aug 25, 2017
News Impact Curve
Volatility Forecasts
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