Oceania Capital Partners Ltd/Fund GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1068 | 8.78 | |
| 0.0324 | 3.88 | |
| 0.9089 | 199.45 | |
| 0.1173 | 2.44 |
Estimation Period:
Dec 22, 2004 to Aug 30, 2019
Dec 22, 2004 to Aug 30, 2019
News Impact Curve
Volatility Forecasts
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