Altium Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0764 | 6.31 | |
| 0.0000 | 0.00 | |
| 0.9718 | 881.87 | |
| 0.0512 | 16.76 |
Estimation Period:
Aug 4, 1999 to Aug 2, 2024
Aug 4, 1999 to Aug 2, 2024
News Impact Curve
Volatility Forecasts
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