Mondi Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0485 | 10.14 | |
| 0.0243 | 6.22 | |
| 0.9461 | 340.32 | |
| 0.0332 | 4.91 |
Estimation Period:
Jul 2, 2007 to Jul 19, 2019
Jul 2, 2007 to Jul 19, 2019
News Impact Curve
Volatility Forecasts
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