MD 064 377 420 Pty Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0547 | 2.78 | |
| 0.0084 | 6.85 | |
| 0.9722 | 502.45 | |
| 0.0364 | 9.49 |
Estimation Period:
Apr 17, 1997 to Jul 27, 2018
Apr 17, 1997 to Jul 27, 2018
News Impact Curve
Volatility Forecasts
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