OrotonGroup Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8207 | 18.22 | |
| 0.1957 | 13.98 | |
| 0.7229 | 90.56 | |
| 0.0129 | 0.62 |
Estimation Period:
Feb 7, 1990 to Nov 24, 2017
Feb 7, 1990 to Nov 24, 2017
News Impact Curve
Volatility Forecasts
Other OrotonGroup Ltd Analyses
Other GJR-GARCH Analyses on International Equities