Toys 'R' Us Anz Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0942 | 7.33 | |
| 0.0346 | 9.28 | |
| 0.9475 | 340.46 | |
| 0.0358 | 6.24 |
Estimation Period:
Sep 14, 2000 to May 30, 2025
Sep 14, 2000 to May 30, 2025
News Impact Curve
Volatility Forecasts
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