Compagnie Generale Immobiliere GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4685 | 17.60 | |
| 0.2480 | 16.49 | |
| 0.6584 | 56.23 | |
| -0.0152 | -0.61 |
Estimation Period:
Aug 16, 2007 to Jul 3, 2015
Aug 16, 2007 to Jul 3, 2015
News Impact Curve
Volatility Forecasts
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