Holcim Maroc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1600 | 11.94 | |
| 0.1652 | 16.64 | |
| 0.7986 | 125.12 | |
| -0.0026 | -0.18 |
Estimation Period:
Dec 21, 1993 to Aug 5, 2016
Dec 21, 1993 to Aug 5, 2016
News Impact Curve
Volatility Forecasts
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