Adbri Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1353 | 9.09 | |
| 0.0560 | 11.60 | |
| 0.9180 | 219.10 | |
| 0.0017 | 0.32 |
Estimation Period:
Jan 1, 1990 to Jun 28, 2024
Jan 1, 1990 to Jun 28, 2024
News Impact Curve
Volatility Forecasts
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