artnet AG GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2911 | 13.16 | |
| 0.0617 | 15.08 | |
| 0.9124 | 260.25 | |
| 0.0391 | 4.36 |
Estimation Period:
May 19, 1999 to Aug 22, 2025
May 19, 1999 to Aug 22, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities