Just Energy Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2031 | 10.53 | |
| 0.0444 | 6.83 | |
| 0.8887 | 204.10 | |
| 0.0886 | 7.80 |
Estimation Period:
Apr 30, 2001 to Dec 9, 2022
Apr 30, 2001 to Dec 9, 2022
News Impact Curve
Volatility Forecasts
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