Corp Bank GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4265 | 19.81 | |
| 0.1666 | 23.28 | |
| 0.7916 | 142.17 | |
| 0.0030 | 0.23 |
Estimation Period:
Dec 5, 1997 to Mar 13, 2020
Dec 5, 1997 to Mar 13, 2020
News Impact Curve
Volatility Forecasts
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