Toys 'R' Us Anz Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4274 | 5.63 | |
| 0.1921 | 6.41 | |
| 0.6625 | 15.44 | |
| -0.3197 | -2.19 | |
| 0.5242 | 2.27 | |
| -0.0101 | -0.05 | |
| -0.5987 | -2.53 | |
| 0.6057 | 2.40 | |
| -0.1469 | -0.78 | |
| -0.0864 | -0.62 | |
| -0.1345 | -0.94 | |
| 0.3252 | 2.68 | |
| -0.2109 | -3.16 |
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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