Massmart Holdings Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0063 | 3.49 | |
| 0.0016 | 2.20 | |
| 0.9875 | 1,161.72 | |
| 0.0207 | 14.68 |
Estimation Period:
Jul 4, 2000 to Nov 18, 2022
Jul 4, 2000 to Nov 18, 2022
News Impact Curve
Volatility Forecasts
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