Pyne Gould Corp Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 3.02 | |
| 0.0172 | 10.00 | |
| 0.9540 | 580.65 | |
| 0.0577 | 9.65 |
Estimation Period:
Apr 7, 2004 to Nov 16, 2018
Apr 7, 2004 to Nov 16, 2018
News Impact Curve
Volatility Forecasts
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