Webster Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1263 | 8.05 | |
| 0.0000 | 0.00 | |
| 0.9564 | 335.92 | |
| 0.0633 | 12.56 |
Estimation Period:
Jan 4, 1990 to Feb 7, 2020
Jan 4, 1990 to Feb 7, 2020
News Impact Curve
Volatility Forecasts
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