CuDeco Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9642 | 9.52 | |
| 0.1062 | 11.21 | |
| 0.8553 | 161.41 | |
| 0.0771 | 3.47 |
Estimation Period:
Jan 4, 1990 to Mar 9, 2018
Jan 4, 1990 to Mar 9, 2018
News Impact Curve
Volatility Forecasts
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