Aufeminin SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1068 | 10.32 | |
| 0.0724 | 13.93 | |
| 0.9133 | 340.76 | |
| 0.0177 | 1.52 |
Estimation Period:
Jul 19, 2000 to Oct 26, 2018
Jul 19, 2000 to Oct 26, 2018
News Impact Curve
Volatility Forecasts
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