Intermonte Partners Sim Spa GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4145 | 17.28 | |
| 0.8553 | 8.73 | |
| 0.4996 | 22.90 | |
| -0.7098 | -7.35 |
Estimation Period:
Oct 21, 2021 to Feb 7, 2025
Oct 21, 2021 to Feb 7, 2025
News Impact Curve
Volatility Forecasts
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