Banco Compartamos SA de CV GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8481 | 7.62 | |
| 0.0357 | 4.70 | |
| 0.7808 | 38.70 | |
| 0.1621 | 4.46 |
Estimation Period:
Apr 20, 2007 to Nov 15, 2011
Apr 20, 2007 to Nov 15, 2011
News Impact Curve
Volatility Forecasts
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