Toll Holdings Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0341 | 11.42 | |
| 0.1700 | 11.13 | |
| 0.5559 | 18.89 | |
| 0.2381 | 7.56 |
Estimation Period:
Oct 12, 1993 to May 8, 2015
Oct 12, 1993 to May 8, 2015
News Impact Curve
Volatility Forecasts
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