EXOR NV GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2599 | 17.09 | |
| 0.0372 | 6.96 | |
| 0.8319 | 155.11 | |
| 0.1464 | 12.27 |
Estimation Period:
Mar 2, 2009 to May 5, 2023
Mar 2, 2009 to May 5, 2023
News Impact Curve
Volatility Forecasts
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