G City Europe Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 1.02 | |
| 0.0212 | 7.17 | |
| 0.9757 | 136.07 | |
| 0.0062 | 0.48 |
Estimation Period:
Mar 25, 2003 to Feb 18, 2022
Mar 25, 2003 to Feb 18, 2022
News Impact Curve
Volatility Forecasts
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