Clarica Life Insurance Co GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6756 | 15.56 | |
| 0.1637 | 6.26 | |
| 0.5837 | 28.87 | |
| 0.0747 | 1.46 |
Estimation Period:
Jul 13, 1999 to May 30, 2002
Jul 13, 1999 to May 30, 2002
News Impact Curve
Volatility Forecasts
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