Quanta Capital Holdings Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3197 | 5.33 | |
| 0.0000 | 0.00 | |
| 0.9061 | 140.65 | |
| 0.1792 | 9.39 |
Estimation Period:
May 13, 2004 to Oct 10, 2008
May 13, 2004 to Oct 10, 2008
News Impact Curve
Volatility Forecasts
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