DuluxGroup Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2080 | 11.17 | |
| 0.0930 | 8.61 | |
| 0.8027 | 63.96 | |
| -0.0234 | -1.35 |
Estimation Period:
Jul 12, 2010 to Jul 19, 2019
Jul 12, 2010 to Jul 19, 2019
News Impact Curve
Volatility Forecasts
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