Reject Shop Ltd/The GJR-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1405 | 21.68 | |
| 0.3467 | 10.45 | |
| 0.3698 | 19.86 | |
| 0.0914 | 1.67 |
Estimation Period:
Jun 1, 2004 to Jul 4, 2025
Jun 1, 2004 to Jul 4, 2025
News Impact Curve
Volatility Forecasts
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