Corio NV GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0474 | 4.08 | |
| 0.0060 | 3.07 | |
| 0.9544 | 230.37 | |
| 0.0544 | 5.38 |
Estimation Period:
May 21, 2004 to Mar 6, 2015
May 21, 2004 to Mar 6, 2015
News Impact Curve
Volatility Forecasts
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