Euler Hermes Group GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0169 | 3.15 | |
| 0.0000 | 0.00 | |
| 0.9784 | 889.47 | |
| 0.0335 | 9.69 |
Estimation Period:
Apr 27, 2000 to Apr 20, 2018
Apr 27, 2000 to Apr 20, 2018
News Impact Curve
Volatility Forecasts
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