Direct Energie GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7911 | 11.15 | |
| 0.1790 | 15.10 | |
| 0.7082 | 57.02 | |
| 0.1572 | 3.52 |
Estimation Period:
Feb 26, 2004 to Sep 14, 2018
Feb 26, 2004 to Sep 14, 2018
News Impact Curve
Volatility Forecasts
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