Opthea Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:33.93% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6316 | 15.45 | |
| 0.0933 | 16.20 | |
| 0.8616 | 157.29 | |
| 0.0169 | 1.84 |
Estimation Period:
Jan 8, 1996 to May 30, 2025
Jan 8, 1996 to May 30, 2025
News Impact Curve
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