EFG International GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2303 | 3.82 | |
| 0.0000 | 0.00 | |
| 0.8017 | 26.72 | |
| 0.2728 | 2.94 |
Estimation Period:
Sep 12, 2023 to Jul 31, 2024
Sep 12, 2023 to Jul 31, 2024
News Impact Curve
Volatility Forecasts
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