ERM Power Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3527 | 15.44 | |
| 0.1156 | 10.26 | |
| 0.5936 | 31.15 | |
| 0.1255 | 4.14 |
Estimation Period:
Dec 10, 2010 to Nov 8, 2019
Dec 10, 2010 to Nov 8, 2019
News Impact Curve
Volatility Forecasts
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