Itesoft Sa GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0356 | 3.77 | |
| 0.0897 | 4.77 | |
| 0.8918 | 113.62 | |
| 0.0370 | 0.93 |
Estimation Period:
Feb 4, 2022 to May 31, 2024
Feb 4, 2022 to May 31, 2024
News Impact Curve
Volatility Forecasts
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