Pendal Group Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5916 | 15.82 | |
| 0.0901 | 10.21 | |
| 0.7624 | 75.21 | |
| 0.1002 | 5.02 |
Estimation Period:
Dec 10, 2007 to Jan 20, 2023
Dec 10, 2007 to Jan 20, 2023
News Impact Curve
Volatility Forecasts
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