Mayberry Investments Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7451 | 12.00 | |
| 0.1012 | 10.11 | |
| 0.8850 | 195.45 | |
| -0.0111 | -0.62 |
Estimation Period:
Oct 10, 2012 to Dec 22, 2023
Oct 10, 2012 to Dec 22, 2023
News Impact Curve
Volatility Forecasts
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