Sirius Resources NL GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.21 | |
| 0.0080 | 4.66 | |
| 0.8227 | 15.16 | |
| 0.3385 | 2.31 |
Estimation Period:
May 9, 2008 to Sep 4, 2015
May 9, 2008 to Sep 4, 2015
News Impact Curve
Volatility Forecasts
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