Coca-Cola Amatil Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0200 | 14.08 | |
| 0.0321 | 15.44 | |
| 0.9592 | 645.51 | |
| 0.0031 | 1.02 |
Estimation Period:
Jan 1, 1990 to Apr 16, 2021
Jan 1, 1990 to Apr 16, 2021
News Impact Curve
Volatility Forecasts
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