Niveus Investments Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 9.68 | |
| 0.2355 | 3.52 | |
| 0.5610 | 33.37 | |
| 0.4071 | 1.89 |
Estimation Period:
Sep 13, 2012 to Apr 24, 2020
Sep 13, 2012 to Apr 24, 2020
News Impact Curve
Volatility Forecasts
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