Allkem Limited GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0793 | 5.03 | |
| 0.0090 | 4.13 | |
| 0.9843 | 356.62 | |
| 0.0036 | 1.39 |
Estimation Period:
Apr 2, 2009 to Jan 5, 2024
Apr 2, 2009 to Jan 5, 2024
News Impact Curve
Volatility Forecasts
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