Southern Cross Payments Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4668 | 7.33 | |
| 0.0427 | 6.47 | |
| 0.9405 | 195.81 | |
| 0.0336 | 4.28 |
Estimation Period:
Dec 7, 1998 to Sep 27, 2019
Dec 7, 1998 to Sep 27, 2019
News Impact Curve
Volatility Forecasts
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