Ibks No20 Special Purpose GJR-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0079 | 2.69 | |
| 0.1057 | 4.32 | |
| 0.9133 | 117.94 | |
| -0.0417 | -1.30 |
Estimation Period:
Oct 28, 2022 to Jun 2, 2025
Oct 28, 2022 to Jun 2, 2025
News Impact Curve
Volatility Forecasts
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