Central European Media Enterprises Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6636 | 14.80 | |
| 0.0988 | 8.73 | |
| 0.7866 | 57.22 | |
| 0.2291 | 6.30 |
Estimation Period:
Oct 13, 1994 to Oct 9, 2020
Oct 13, 1994 to Oct 9, 2020
News Impact Curve
Volatility Forecasts
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