CETIP SA - Mercados Organizados GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0174 | 8.52 | |
| 0.0387 | 10.79 | |
| 0.9264 | 317.36 | |
| 0.0698 | 7.80 |
Estimation Period:
Oct 28, 2009 to Mar 24, 2017
Oct 28, 2009 to Mar 24, 2017
News Impact Curve
Volatility Forecasts
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