Contrarian Value Fund Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2623 | 16.82 | |
| 0.2722 | 6.92 | |
| 0.3179 | 12.27 | |
| 0.0835 | 1.21 |
Estimation Period:
Jan 7, 2015 to Jan 8, 2021
Jan 7, 2015 to Jan 8, 2021
News Impact Curve
Volatility Forecasts
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