Spark Infrastructure Group GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 11.01 | |
| 0.0636 | 14.67 | |
| 0.9223 | 310.74 | |
| 0.0090 | 1.21 |
Estimation Period:
Mar 1, 2007 to Dec 24, 2021
Mar 1, 2007 to Dec 24, 2021
News Impact Curve
Volatility Forecasts
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