Allkem Limited GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8354 | 12.42 | |
| 0.0514 | 10.72 | |
| 0.8763 | 120.04 | |
| 0.0184 | 2.25 |
Estimation Period:
Jun 15, 2010 to Dec 29, 2023
Jun 15, 2010 to Dec 29, 2023
News Impact Curve
Volatility Forecasts
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