Fantastic Holdings Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1665 | 20.79 | |
| 0.3302 | 17.19 | |
| 0.5868 | 43.15 | |
| -0.0685 | -1.54 |
Estimation Period:
Sep 22, 1999 to Dec 9, 2016
Sep 22, 1999 to Dec 9, 2016
News Impact Curve
Volatility Forecasts
Other Fantastic Holdings Ltd Analyses
Other GJR-GARCH Analyses on International Equities