Vocus Group Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1621 | 11.63 | |
| 0.0427 | 7.61 | |
| 0.9272 | 314.42 | |
| 0.0439 | 3.64 |
Estimation Period:
Aug 7, 2001 to Jun 25, 2021
Aug 7, 2001 to Jun 25, 2021
News Impact Curve
Volatility Forecasts
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