Cambria Africa PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9001 | 3.23 | |
| 0.0372 | 4.18 | |
| 0.9080 | 76.78 | |
| 0.0356 | 1.42 |
Estimation Period:
Dec 11, 2007 to Oct 18, 2024
Dec 11, 2007 to Oct 18, 2024
News Impact Curve
Volatility Forecasts
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