iiNet Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7580 | 13.08 | |
| 0.1788 | 15.78 | |
| 0.6681 | 39.94 | |
| 0.3063 | 3.45 |
Estimation Period:
Sep 20, 1999 to Aug 21, 2015
Sep 20, 1999 to Aug 21, 2015
News Impact Curve
Volatility Forecasts
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