Patties Foods Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3690 | 18.77 | |
| 0.2005 | 16.04 | |
| 0.7567 | 100.84 | |
| -0.0064 | -0.28 |
Estimation Period:
Nov 6, 2006 to Sep 2, 2016
Nov 6, 2006 to Sep 2, 2016
News Impact Curve
Volatility Forecasts
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