Natra SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1095 | 6.84 | |
| 0.0586 | 12.76 | |
| 0.9071 | 239.10 | |
| 0.0556 | 4.83 |
Estimation Period:
Jul 6, 2000 to Aug 9, 2019
Jul 6, 2000 to Aug 9, 2019
News Impact Curve
Volatility Forecasts
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