Triple-S Management Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7925 | 15.29 | |
| 0.1408 | 11.87 | |
| 0.7159 | 69.74 | |
| 0.1440 | 5.78 |
Estimation Period:
Dec 7, 2007 to Jan 28, 2022
Dec 7, 2007 to Jan 28, 2022
News Impact Curve
Volatility Forecasts
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