iProperty Group Pty Ltd/NS GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0416 | 5.20 | |
| 0.0185 | 6.09 | |
| 0.9601 | 428.81 | |
| 0.0427 | 5.65 |
Estimation Period:
Sep 11, 2007 to Jan 29, 2016
Sep 11, 2007 to Jan 29, 2016
News Impact Curve
Volatility Forecasts
Other iProperty Group Pty Ltd/NS Analyses
Other GJR-GARCH Analyses on International Equities