On Track Innovations Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4664 | 12.64 | |
| 0.0625 | 10.95 | |
| 0.9038 | 212.71 | |
| 0.0478 | 4.86 |
Estimation Period:
Nov 12, 2002 to Apr 22, 2022
Nov 12, 2002 to Apr 22, 2022
News Impact Curve
Volatility Forecasts
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