Nuplex Industries Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2030 | 16.40 | |
| 0.0646 | 10.69 | |
| 0.8391 | 143.12 | |
| 0.0676 | 5.61 |
Estimation Period:
Jun 15, 1990 to Sep 2, 2016
Jun 15, 1990 to Sep 2, 2016
News Impact Curve
Volatility Forecasts
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