Allgreen Properties Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3966 | 7.24 | |
| 0.0337 | 4.18 | |
| 0.8737 | 129.39 | |
| 0.0592 | 2.36 |
Estimation Period:
May 7, 1999 to Jul 26, 2011
May 7, 1999 to Jul 26, 2011
News Impact Curve
Volatility Forecasts
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