Elmo Software Limited GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2750 | 8.33 | |
| 0.1376 | 13.51 | |
| 0.8089 | 92.67 | |
| 0.1070 | 4.00 |
Estimation Period:
Jun 29, 2017 to Feb 24, 2023
Jun 29, 2017 to Feb 24, 2023
News Impact Curve
Volatility Forecasts
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