Mortgage Choice Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1248 | 8.28 | |
| 0.0648 | 9.13 | |
| 0.9225 | 175.47 | |
| -0.0078 | -0.81 |
Estimation Period:
Aug 10, 2004 to Jun 18, 2021
Aug 10, 2004 to Jun 18, 2021
News Impact Curve
Volatility Forecasts
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