Payce Consolidated Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0304 | 8.24 | |
| 0.1733 | 7.16 | |
| 0.7349 | 37.17 | |
| -0.0348 | -0.92 |
Estimation Period:
Jan 2, 1990 to May 13, 2016
Jan 2, 1990 to May 13, 2016
News Impact Curve
Volatility Forecasts
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