AMVIG Holdings Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3950 | 12.16 | |
| 0.0866 | 10.83 | |
| 0.8372 | 100.58 | |
| 0.0297 | 2.12 |
Estimation Period:
Jan 2, 2007 to Apr 9, 2021
Jan 2, 2007 to Apr 9, 2021
News Impact Curve
Volatility Forecasts
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