Ibks No 17 Special Purpose GJR-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5711 | 2.83 | |
| 0.4547 | 3.74 | |
| 0.6560 | 15.24 | |
| -0.3895 | -2.93 |
Estimation Period:
Feb 18, 2022 to Nov 3, 2023
Feb 18, 2022 to Nov 3, 2023
News Impact Curve
Volatility Forecasts
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