Namoi Cotton Limited GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7653 | 18.74 | |
| 0.1789 | 17.44 | |
| 0.7831 | 138.66 | |
| -0.0114 | -0.56 |
Estimation Period:
Apr 6, 1998 to Oct 25, 2024
Apr 6, 1998 to Oct 25, 2024
News Impact Curve
Volatility Forecasts
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