SuperSonic Imagine SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0404 | 14.35 | |
| 0.4233 | 10.70 | |
| 0.5750 | 46.80 | |
| 0.0034 | 0.06 |
Estimation Period:
Apr 10, 2014 to Apr 30, 2021
Apr 10, 2014 to Apr 30, 2021
News Impact Curve
Volatility Forecasts
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