Spancrete Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8035 | 13.72 | |
| 0.1531 | 13.67 | |
| 0.7532 | 82.04 | |
| 0.0542 | 1.84 |
Estimation Period:
Jan 25, 1995 to May 9, 2025
Jan 25, 1995 to May 9, 2025
News Impact Curve
Volatility Forecasts
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