Murray & Roberts Holdings Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0957 | 18.86 | |
| 0.0858 | 26.40 | |
| 0.8959 | 447.97 | |
| 0.0299 | 4.56 |
Estimation Period:
Jan 2, 1990 to May 30, 2025
Jan 2, 1990 to May 30, 2025
News Impact Curve
Volatility Forecasts
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