Fancl Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0534 | 11.07 | |
| 0.0314 | 11.60 | |
| 0.9473 | 428.07 | |
| 0.0218 | 4.01 |
Estimation Period:
Nov 24, 1998 to Dec 13, 2024
Nov 24, 1998 to Dec 13, 2024
News Impact Curve
Volatility Forecasts
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