QMS Media Limited GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4739 | 12.11 | |
| 0.1588 | 7.03 | |
| 0.7365 | 43.61 | |
| -0.0180 | -0.60 |
Estimation Period:
Jun 29, 2015 to Feb 7, 2020
Jun 29, 2015 to Feb 7, 2020
News Impact Curve
Volatility Forecasts
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