Aenza SAA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0926 | 7.16 | |
| 0.0589 | 8.46 | |
| 0.9217 | 161.99 | |
| 0.0388 | 4.52 |
Estimation Period:
Jul 24, 2013 to Dec 1, 2023
Jul 24, 2013 to Dec 1, 2023
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts