Dexia SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0689 | 4.39 | |
| 0.0480 | 6.14 | |
| 0.9004 | 258.73 | |
| 0.1033 | 5.35 |
Estimation Period:
Nov 19, 1996 to Nov 29, 2019
Nov 19, 1996 to Nov 29, 2019
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities