Redflex Holdings Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3555 | 5.62 | |
| 0.0618 | 9.44 | |
| 0.9063 | 126.51 | |
| 0.0374 | 3.45 |
Estimation Period:
Jan 20, 1997 to Jun 4, 2021
Jan 20, 1997 to Jun 4, 2021
News Impact Curve
Volatility Forecasts
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