Neurizer Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:58.55% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9234 | 12.71 | |
| 0.0864 | 8.31 | |
| 0.8570 | 102.62 | |
| 0.0722 | 4.29 |
Estimation Period:
Mar 17, 2005 to May 30, 2025
Mar 17, 2005 to May 30, 2025
News Impact Curve
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