Asya Katilim Bankasi AS GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0374 | 18.23 | |
| 0.2399 | 13.76 | |
| 0.6067 | 47.67 | |
| 0.1230 | 4.20 |
Estimation Period:
May 11, 2006 to Jul 8, 2016
May 11, 2006 to Jul 8, 2016
News Impact Curve
Volatility Forecasts
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