Australian Pharmaceutical Industries Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8040 | 21.00 | |
| 0.1498 | 15.79 | |
| 0.6872 | 77.05 | |
| 0.0694 | 3.82 |
Estimation Period:
Jun 16, 1997 to Apr 1, 2022
Jun 16, 1997 to Apr 1, 2022
News Impact Curve
Volatility Forecasts
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