SelfWealth Limited GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3894 | 13.00 | |
| 0.1446 | 8.96 | |
| 0.8413 | 111.57 | |
| 0.0283 | 1.45 |
Estimation Period:
Nov 23, 2017 to May 9, 2025
Nov 23, 2017 to May 9, 2025
News Impact Curve
Volatility Forecasts
Other SelfWealth Limited Analyses
Other GJR-GARCH Analyses on International Equities