Raven Property Group Limited GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1924 | 11.90 | |
| 0.0454 | 12.13 | |
| 0.8566 | 158.98 | |
| 0.1445 | 7.58 |
Estimation Period:
Jul 28, 2005 to Mar 11, 2022
Jul 28, 2005 to Mar 11, 2022
News Impact Curve
Volatility Forecasts
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