amaysim Australia Limited GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5383 | 9.00 | |
| 0.1358 | 6.68 | |
| 0.8027 | 60.68 | |
| 0.1230 | 4.38 |
Estimation Period:
Jul 15, 2015 to Mar 26, 2021
Jul 15, 2015 to Mar 26, 2021
News Impact Curve
Volatility Forecasts
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