Metrovacesa SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5435 | 10.40 | |
| 0.2892 | 5.57 | |
| 0.6413 | 38.99 | |
| 0.1391 | 1.54 |
Estimation Period:
Jan 1, 1990 to May 22, 2013
Jan 1, 1990 to May 22, 2013
News Impact Curve
Volatility Forecasts
Other Metrovacesa SA Analyses
Other GJR-GARCH Analyses on International Equities