Tec & Co GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8349 | 18.79 | |
| 0.1774 | 21.24 | |
| 0.7920 | 137.14 | |
| -0.0139 | -0.78 |
Estimation Period:
Jan 3, 1990 to Apr 22, 2016
Jan 3, 1990 to Apr 22, 2016
News Impact Curve
Volatility Forecasts
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