Faze Three Autofab Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5309 | 20.02 | |
| 0.2210 | 11.70 | |
| 0.5920 | 42.06 | |
| -0.0742 | -2.56 |
Estimation Period:
May 9, 2011 to Nov 13, 2023
May 9, 2011 to Nov 13, 2023
News Impact Curve
Volatility Forecasts
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