Bradken Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0429 | 5.11 | |
| 0.0243 | 12.29 | |
| 0.9457 | 322.09 | |
| 0.0601 | 7.02 |
Estimation Period:
Aug 18, 2004 to Apr 7, 2017
Aug 18, 2004 to Apr 7, 2017
News Impact Curve
Volatility Forecasts
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