Sirius Minerals Plc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 9.98 | |
| 0.1176 | 5.36 | |
| 0.7358 | 31.46 | |
| 0.0599 | 1.40 |
Estimation Period:
Jul 29, 2005 to Mar 13, 2020
Jul 29, 2005 to Mar 13, 2020
News Impact Curve
Volatility Forecasts
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