ACN 059457279 Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9113 | 7.39 | |
| 0.0187 | 5.90 | |
| 0.9370 | 228.71 | |
| 0.0616 | 5.36 |
Estimation Period:
Jun 6, 2001 to Jan 27, 2017
Jun 6, 2001 to Jan 27, 2017
News Impact Curve
Volatility Forecasts
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