Agricultural Bank of Greece GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0882 | 5.84 | |
| 0.1024 | 13.01 | |
| 0.8732 | 164.73 | |
| 0.0489 | 2.67 |
Estimation Period:
Jan 18, 2001 to Jul 30, 2012
Jan 18, 2001 to Jul 30, 2012
News Impact Curve
Volatility Forecasts
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