Athena Investments AS GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3825 | 7.38 | |
| 0.1110 | 11.91 | |
| 0.8274 | 107.80 | |
| 0.1130 | 3.92 |
Estimation Period:
Jun 18, 1992 to Feb 12, 2021
Jun 18, 1992 to Feb 12, 2021
News Impact Curve
Volatility Forecasts
Other Athena Investments AS Analyses
Other GJR-GARCH Analyses on International Equities