Allahabad Bank GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6741 | 19.08 | |
| 0.1124 | 16.69 | |
| 0.7883 | 103.86 | |
| 0.0265 | 2.01 |
Estimation Period:
Nov 29, 2002 to Mar 13, 2020
Nov 29, 2002 to Mar 13, 2020
News Impact Curve
Volatility Forecasts
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