IPE Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 5.14 | |
| 0.0945 | 6.15 | |
| 0.9426 | 145.37 | |
| -0.0742 | -4.32 |
Estimation Period:
Nov 4, 2005 to Aug 24, 2018
Nov 4, 2005 to Aug 24, 2018
News Impact Curve
Volatility Forecasts
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