Spicers Limited GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 3.02 | |
| 0.0212 | 8.49 | |
| 0.9567 | 519.07 | |
| 0.0443 | 5.97 |
Estimation Period:
Apr 17, 2000 to Jun 28, 2019
Apr 17, 2000 to Jun 28, 2019
News Impact Curve
Volatility Forecasts
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