Reorganized ISA SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6322 | 10.62 | |
| 0.1313 | 12.30 | |
| 0.7893 | 107.88 | |
| 0.1588 | 4.88 |
Estimation Period:
Apr 18, 2013 to May 15, 2020
Apr 18, 2013 to May 15, 2020
News Impact Curve
Volatility Forecasts
Other Reorganized ISA SA Analyses
Other GJR-GARCH Analyses on Equities