ARB Holdings Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0419 | 3.11 | |
| 0.0129 | 2.78 | |
| 0.9622 | 373.23 | |
| 0.0497 | 5.92 |
Estimation Period:
Nov 20, 2007 to Jun 15, 2022
Nov 20, 2007 to Jun 15, 2022
News Impact Curve
Volatility Forecasts
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