A.C.N. 004 410 833 Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1134 | 10.31 | |
| 0.0467 | 12.10 | |
| 0.9103 | 299.14 | |
| 0.0634 | 7.17 |
Estimation Period:
Oct 23, 2000 to Apr 1, 2016
Oct 23, 2000 to Apr 1, 2016
News Impact Curve
Volatility Forecasts
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