BSI Steel Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0601 | 10.51 | |
| 0.0284 | 4.82 | |
| 0.8751 | 129.18 | |
| 0.1153 | 7.18 |
Estimation Period:
Oct 24, 2007 to Feb 16, 2018
Oct 24, 2007 to Feb 16, 2018
News Impact Curve
Volatility Forecasts
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