Mundys SpA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0324 | 15.48 | |
| 0.0485 | 14.42 | |
| 0.9002 | 317.19 | |
| 0.1026 | 11.79 |
Estimation Period:
Oct 14, 1998 to Dec 9, 2022
Oct 14, 1998 to Dec 9, 2022
News Impact Curve
Volatility Forecasts
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