Otaq PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6331 | 3.71 | |
| 0.2591 | 3.76 | |
| 0.8646 | 27.09 | |
| -0.2474 | -3.40 |
Estimation Period:
Nov 26, 2018 to Nov 4, 2022
Nov 26, 2018 to Nov 4, 2022
News Impact Curve
Volatility Forecasts
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