Value Group Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4482 | 7.32 | |
| 0.2297 | 9.17 | |
| 0.7375 | 40.44 | |
| -0.0165 | -0.23 |
Estimation Period:
Oct 26, 1998 to Jun 18, 2021
Oct 26, 1998 to Jun 18, 2021
News Impact Curve
Volatility Forecasts
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