Tatts Group Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0433 | 10.17 | |
| 0.0450 | 9.26 | |
| 0.9348 | 237.97 | |
| -0.0002 | -0.03 |
Estimation Period:
Jul 7, 2005 to Dec 8, 2017
Jul 7, 2005 to Dec 8, 2017
News Impact Curve
Volatility Forecasts
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