Boral Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1139 | 12.91 | |
| 0.0456 | 6.17 | |
| 0.9038 | 132.31 | |
| 0.0431 | 5.18 |
Estimation Period:
Feb 22, 2000 to Jul 5, 2024
Feb 22, 2000 to Jul 5, 2024
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities