Abertis Infraestructuras SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 11.59 | |
| 0.0536 | 19.29 | |
| 0.9244 | 454.68 | |
| 0.0282 | 4.70 |
Estimation Period:
Jan 1, 1990 to Jul 27, 2018
Jan 1, 1990 to Jul 27, 2018
News Impact Curve
Volatility Forecasts
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