Cia Hering GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1744 | 10.95 | |
| 0.0379 | 8.83 | |
| 0.9303 | 302.73 | |
| 0.0292 | 3.54 |
Estimation Period:
Oct 15, 1999 to Sep 17, 2021
Oct 15, 1999 to Sep 17, 2021
News Impact Curve
Volatility Forecasts
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