Enel Generacion Chile SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0777 | 13.71 | |
| 0.0457 | 12.53 | |
| 0.9024 | 338.37 | |
| 0.0649 | 8.77 |
Estimation Period:
Jul 27, 1994 to Dec 4, 2020
Jul 27, 1994 to Dec 4, 2020
News Impact Curve
Volatility Forecasts
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