M2 Group Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0662 | 7.75 | |
| 0.0418 | 11.84 | |
| 0.9348 | 246.20 | |
| 0.0405 | 4.22 |
Estimation Period:
Oct 29, 2004 to Feb 5, 2016
Oct 29, 2004 to Feb 5, 2016
News Impact Curve
Volatility Forecasts
Other M2 Group Ltd Analyses
Other GJR-GARCH Analyses on International Equities