Comair Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7738 | 17.14 | |
| 0.0829 | 12.88 | |
| 0.8392 | 145.55 | |
| 0.0562 | 4.36 |
Estimation Period:
Jul 22, 1998 to Apr 30, 2020
Jul 22, 1998 to Apr 30, 2020
News Impact Curve
Volatility Forecasts
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