Aberdeen Asset Management PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0931 | 13.38 | |
| 0.0719 | 17.17 | |
| 0.8941 | 269.31 | |
| 0.0509 | 5.34 |
Estimation Period:
Mar 27, 1991 to Aug 11, 2017
Mar 27, 1991 to Aug 11, 2017
News Impact Curve
Volatility Forecasts
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