Vicinity Holdings Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0345 | 15.81 | |
| 0.0417 | 13.21 | |
| 0.9290 | 366.74 | |
| 0.0194 | 3.27 |
Estimation Period:
Apr 7, 1994 to May 29, 2015
Apr 7, 1994 to May 29, 2015
News Impact Curve
Volatility Forecasts
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