Vintage Wine Estates Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7814 | 6.91 | |
| 0.1254 | 4.23 | |
| 0.8223 | 48.06 | |
| 0.1045 | 1.40 |
Estimation Period:
Feb 9, 2021 to Mar 28, 2025
Feb 9, 2021 to Mar 28, 2025
News Impact Curve
Volatility Forecasts
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