Holcim Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0595 | 7.65 | |
| 0.0033 | 1.08 | |
| 0.9254 | 200.26 | |
| 0.0944 | 10.91 |
Estimation Period:
Jul 8, 2015 to Dec 30, 2022
Jul 8, 2015 to Dec 30, 2022
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities