Espirito Santo Financial Group S.A. GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0918 | 16.95 | |
| 0.1951 | 14.02 | |
| 0.6796 | 80.90 | |
| 0.2506 | 6.23 |
Estimation Period:
Jun 20, 2002 to Jul 10, 2014
Jun 20, 2002 to Jul 10, 2014
News Impact Curve
Volatility Forecasts
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