Gemalto NV GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 2.14 | |
| 0.0411 | 11.68 | |
| 0.9557 | 798.43 | |
| 0.0065 | 1.22 |
Estimation Period:
May 17, 2004 to May 24, 2019
May 17, 2004 to May 24, 2019
News Impact Curve
Volatility Forecasts
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