Devoteam SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1342 | 9.20 | |
| 0.0260 | 12.63 | |
| 0.9260 | 340.08 | |
| 0.0683 | 11.89 |
Estimation Period:
Oct 27, 1999 to Nov 19, 2021
Oct 27, 1999 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
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