Sycom Property Fund GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0115 | 6.53 | |
| 0.0459 | 13.06 | |
| 0.9609 | 717.11 | |
| -0.0150 | -2.77 |
Estimation Period:
Jan 10, 1990 to Mar 22, 2016
Jan 10, 1990 to Mar 22, 2016
News Impact Curve
Volatility Forecasts
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