Dahlbusch AG GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1709 | 13.35 | |
| 0.1409 | 9.01 | |
| 0.8231 | 105.20 | |
| -0.0126 | -0.48 |
Estimation Period:
Jan 3, 1990 to Aug 21, 2020
Jan 3, 1990 to Aug 21, 2020
News Impact Curve
Volatility Forecasts
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