OZ Minerals Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0448 | 20.81 | |
| 0.9371 | 498.97 | |
| 0.0362 | 11.18 |
Estimation Period:
Jan 7, 1992 to May 5, 2023
Jan 7, 1992 to May 5, 2023
News Impact Curve
Volatility Forecasts
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