Masonite Africa Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 9.05 | |
| 0.0729 | 3.57 | |
| 0.7924 | 45.30 | |
| 0.0256 | 0.67 |
Estimation Period:
Jan 17, 1990 to Dec 22, 2015
Jan 17, 1990 to Dec 22, 2015
News Impact Curve
Volatility Forecasts
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