Monash Absolute Investment Company Limited GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3094 | 10.72 | |
| 0.1654 | 9.11 | |
| 0.7141 | 47.61 | |
| 0.0654 | 1.45 |
Estimation Period:
Apr 12, 2016 to May 21, 2021
Apr 12, 2016 to May 21, 2021
News Impact Curve
Volatility Forecasts
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