Albioma SAS GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1715 | 20.98 | |
| 0.0804 | 17.24 | |
| 0.8623 | 204.87 | |
| 0.0393 | 4.36 |
Estimation Period:
Sep 25, 1990 to Oct 7, 2022
Sep 25, 1990 to Oct 7, 2022
News Impact Curve
Volatility Forecasts
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