Ausy GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0737 | 14.08 | |
| 0.0399 | 12.65 | |
| 0.9101 | 237.62 | |
| 0.1000 | 13.65 |
Estimation Period:
Apr 30, 1999 to Jan 27, 2017
Apr 30, 1999 to Jan 27, 2017
News Impact Curve
Volatility Forecasts
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