Octanex Limited GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9828 | 2.56 | |
| 0.0049 | 1.17 | |
| 0.9364 | 100.45 | |
| 0.0745 | 5.13 |
Estimation Period:
Nov 6, 2009 to Jun 2, 2023
Nov 6, 2009 to Jun 2, 2023
News Impact Curve
Volatility Forecasts
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