Rallye SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 3.09 | |
| 0.0597 | 21.97 | |
| 0.9164 | 1,225.12 | |
| 0.0478 | 9.36 |
Estimation Period:
Jan 1, 1990 to May 30, 2025
Jan 1, 1990 to May 30, 2025
News Impact Curve
Volatility Forecasts
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