AVJennings Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1640 | 19.19 | |
| 0.0918 | 18.86 | |
| 0.8757 | 260.15 | |
| 0.0377 | 4.57 |
Estimation Period:
Jan 28, 1994 to Jul 18, 2025
Jan 28, 1994 to Jul 18, 2025
News Impact Curve
Volatility Forecasts
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