GBW AG GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1873 | 10.81 | |
| 0.0960 | 9.46 | |
| 0.8496 | 92.72 | |
| 0.0398 | 2.49 |
Estimation Period:
Jan 2, 1990 to Mar 5, 2014
Jan 2, 1990 to Mar 5, 2014
News Impact Curve
Volatility Forecasts
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