Assore Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0332 | 5.65 | |
| 0.0008 | 0.93 | |
| 0.9737 | 633.11 | |
| 0.0509 | 10.26 |
Estimation Period:
Jan 5, 1990 to May 15, 2020
Jan 5, 1990 to May 15, 2020
News Impact Curve
Volatility Forecasts
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