Sphere Minerals Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6502 | 4.58 | |
| 0.0509 | 6.69 | |
| 0.9119 | 140.74 | |
| 0.0620 | 3.48 |
Estimation Period:
Jan 2, 1990 to Sep 29, 2015
Jan 2, 1990 to Sep 29, 2015
News Impact Curve
Volatility Forecasts
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