Iguatemi Empresa de Shopping Centers SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1506 | 9.55 | |
| 0.0350 | 8.01 | |
| 0.9007 | 233.84 | |
| 0.0653 | 5.16 |
Estimation Period:
Feb 7, 2007 to Nov 19, 2021
Feb 7, 2007 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
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