Pendal Group Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7827 | 9.70 | |
| 0.2377 | 6.62 | |
| 0.5997 | 23.25 | |
| 0.0355 | 0.54 |
Estimation Period:
Sep 16, 2019 to Jan 20, 2023
Sep 16, 2019 to Jan 20, 2023
News Impact Curve
Volatility Forecasts
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