Entertainment One Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1019 | 8.64 | |
| 0.0593 | 6.55 | |
| 0.9087 | 131.05 | |
| 0.0641 | 4.79 |
Estimation Period:
Mar 28, 2007 to Dec 27, 2019
Mar 28, 2007 to Dec 27, 2019
News Impact Curve
Volatility Forecasts
Other Entertainment One Ltd Analyses
Other GJR-GARCH Analyses on International Equities