AusNet Services GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0914 | 10.14 | |
| 0.0523 | 8.37 | |
| 0.8754 | 164.95 | |
| 0.0630 | 5.56 |
Estimation Period:
Dec 14, 2005 to Feb 4, 2022
Dec 14, 2005 to Feb 4, 2022
News Impact Curve
Volatility Forecasts
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