Penneo APS GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8407 | 14.50 | |
| 0.3310 | 5.18 | |
| 0.5299 | 23.34 | |
| -0.2486 | -3.04 |
Estimation Period:
Jun 15, 2020 to Feb 28, 2025
Jun 15, 2020 to Feb 28, 2025
News Impact Curve
Volatility Forecasts
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