Alpha Mos Sa GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2262 | 2.85 | |
| 0.0252 | 6.03 | |
| 0.9492 | 264.10 | |
| 0.0337 | 2.40 |
Estimation Period:
Dec 7, 1999 to Jan 3, 2025
Dec 7, 1999 to Jan 3, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities