Actelion Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0981 | 11.03 | |
| 0.0467 | 11.92 | |
| 0.9173 | 285.59 | |
| 0.0466 | 5.90 |
Estimation Period:
Apr 5, 2000 to Nov 3, 2017
Apr 5, 2000 to Nov 3, 2017
News Impact Curve
Volatility Forecasts
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