GAGFAH SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1076 | 15.87 | |
| 0.0739 | 11.00 | |
| 0.8977 | 224.64 | |
| 0.0273 | 2.58 |
Estimation Period:
Oct 18, 2006 to Jun 30, 2017
Oct 18, 2006 to Jun 30, 2017
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities