comdirect bank AG GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0090 | 6.34 | |
| 0.0175 | 7.89 | |
| 0.9605 | 381.61 | |
| 0.0440 | 13.97 |
Estimation Period:
Jun 2, 2000 to Oct 30, 2020
Jun 2, 2000 to Oct 30, 2020
News Impact Curve
Volatility Forecasts
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