BEL SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5477 | 14.73 | |
| 0.1348 | 16.13 | |
| 0.7336 | 82.24 | |
| 0.0401 | 2.26 |
Estimation Period:
Jan 1, 1990 to Nov 19, 2021
Jan 1, 1990 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
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