EGI Canada Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3536 | 9.06 | |
| 0.0716 | 7.75 | |
| 0.8709 | 159.86 | |
| 0.1151 | 6.11 |
Estimation Period:
Mar 5, 1999 to Dec 21, 2005
Mar 5, 1999 to Dec 21, 2005
News Impact Curve
Volatility Forecasts
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